+87.5%
JNJ vs FLNC
-70.4%
+157.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -3.5% | -4.1% | +0.6% | -3.5% |
| 30D | +2.3% | -24.8% | +27.1% | +2.0% |
| 3M | +12.0% | -59.1% | +71.1% | +11.2% |
| 6M | +10.5% | -42.0% | +52.4% | +10.0% |
| YTD | +30.4% | -49.8% | +80.2% | +29.8% |
| 1Y | +52.1% | +43.1% | +9.1% | +51.9% |
| 3Y | +77.8% | -61.0% | +138.8% | +77.2% |
| All | +87.5% | -70.4% | +157.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling