+82.7%
JNJ vs FLEX
+717.1%
-634.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.8% |
| 7D | -3.0% | +6.4% | -9.3% | -2.8% |
| 30D | +2.5% | -5.9% | +8.4% | +2.4% |
| 3M | +13.2% | -23.5% | +36.7% | +12.7% |
| 6M | +11.3% | +83.7% | -72.5% | +12.0% |
| YTD | +31.1% | +86.5% | -55.4% | +32.1% |
| 1Y | +54.3% | +100.5% | -46.2% | +55.8% |
| 3Y | +81.1% | +469.8% | -388.7% | +81.0% |
| 5Y | +82.7% | +725.7% | -642.9% | +78.9% |
| All | +82.7% | +717.1% | -634.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling