+51.2%
JNJ vs FLNC
-69.0%
+120.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.2% | -6.4% | +4.2% |
| 7D | +1.9% | -2.1% | +4.0% | +1.9% |
| 30D | +9.2% | -20.8% | +30.0% | +8.4% |
| 3M | +8.9% | -61.3% | +70.3% | +5.4% |
| 6M | +24.6% | -50.9% | +75.4% | +21.7% |
| YTD | +35.7% | -69.4% | +105.0% | +32.0% |
| 1Y | +51.2% | -68.4% | +119.6% | +48.1% |
| All | +51.2% | -69.0% | +120.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling