+82.5%
JNJ vs FLEX
+475.0%
-392.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.0% |
| 7D | -0.8% | +7.0% | -7.7% | -0.4% |
| 30D | +4.3% | -5.8% | +10.1% | +4.1% |
| 3M | +16.5% | -24.2% | +40.7% | +15.4% |
| 6M | +13.1% | +90.8% | -77.7% | +16.2% |
| YTD | +32.1% | +89.2% | -57.1% | +35.8% |
| 1Y | +54.5% | +104.7% | -50.2% | +59.8% |
| 3Y | +82.5% | +478.1% | -395.6% | +97.3% |
| All | +82.5% | +475.0% | -392.5% | +97.3% |
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