+106.8%
JNJ vs FLEX
+301.8%
-195.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | +0.1% |
| 7D | +1.5% | +2.2% | -0.8% | +1.6% |
| 30D | +6.3% | -32.6% | +39.0% | +4.4% |
| 3M | +8.5% | -35.5% | +44.0% | +6.4% |
| 6M | +28.0% | -45.6% | +73.6% | +24.9% |
| YTD | +37.7% | +30.7% | +7.0% | +39.3% |
| 1Y | +47.9% | +28.4% | +19.6% | +49.7% |
| All | +106.8% | +301.8% | -195.0% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling