+88.1%
JNJ vs FLNC
-71.1%
+159.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | -0.3% |
| 7D | -4.3% | -5.0% | +0.7% | -4.4% |
| 30D | +3.0% | -26.1% | +29.1% | +2.7% |
| 3M | +12.2% | -55.2% | +67.4% | +11.5% |
| 6M | +10.5% | -42.6% | +53.1% | +10.0% |
| YTD | +30.8% | -51.0% | +81.8% | +30.2% |
| 1Y | +54.9% | +43.3% | +11.6% | +54.7% |
| 3Y | +80.7% | -63.4% | +144.1% | +80.0% |
| All | +88.1% | -71.1% | +159.1% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling