+219.1%
JNJ vs FLEX
+637.8%
-418.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +4.1% | +17.1% | -13.0% | +3.4% |
| 30D | +14.0% | -29.5% | +43.6% | +15.5% |
| 3M | +9.2% | -37.3% | +46.5% | +11.0% |
| 6M | +27.8% | -44.1% | +71.9% | +30.1% |
| YTD | +39.2% | +29.3% | +9.9% | +33.0% |
| 1Y | +49.1% | +24.2% | +25.0% | +42.8% |
| 3Y | +109.7% | +297.3% | -187.7% | +77.8% |
| 5Y | +97.6% | +446.2% | -348.6% | +59.3% |
| All | +219.1% | +637.8% | -418.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling