+97.7%
JNJ vs FLEX
+499.5%
-401.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | 0.0% |
| 7D | +1.5% | +2.2% | -0.8% | +1.6% |
| 30D | +6.3% | -32.6% | +39.0% | +5.1% |
| 3M | +8.5% | -35.5% | +44.0% | +7.1% |
| 6M | +28.0% | -45.6% | +73.6% | +26.1% |
| YTD | +37.7% | +30.7% | +7.0% | +37.5% |
| 1Y | +47.9% | +28.4% | +19.6% | +47.8% |
| 3Y | +107.4% | +301.7% | -194.3% | +105.9% |
| 5Y | +97.7% | +473.3% | -375.5% | +92.9% |
| All | +97.7% | +499.5% | -401.8% | +92.9% |
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