+6,239.8%
JNJ vs FLEX
+5,119.6%
+1,120.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.0% |
| 7D | +3.5% | +7.5% | -4.0% | +3.0% |
| 30D | +12.5% | -25.3% | +37.8% | +14.1% |
| 3M | +9.6% | -39.7% | +49.2% | +12.3% |
| 6M | +25.3% | -47.9% | +73.2% | +28.9% |
| YTD | +40.3% | +24.1% | +16.2% | +35.5% |
| 1Y | +49.6% | +26.0% | +23.7% | +44.3% |
| 3Y | +110.8% | +282.7% | -171.9% | +86.1% |
| 5Y | +99.1% | +424.2% | -325.1% | +70.4% |
| 10Y | +216.6% | +613.8% | -397.2% | +157.2% |
| All | +6,239.8% | +5,119.6% | +1,120.3% | +4,108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling