+78.3%
JNJ vs FLR
+52.3%
+26.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.3% |
| 7D | -4.3% | -6.9% | +2.5% | -4.6% |
| 30D | +3.0% | +1.1% | +1.9% | +3.1% |
| 3M | +12.2% | +14.3% | -2.1% | +12.8% |
| 6M | +10.5% | +19.1% | -8.6% | +11.3% |
| YTD | +30.8% | +35.1% | -4.4% | +32.5% |
| 1Y | +54.9% | +29.5% | +25.5% | +56.8% |
| All | +78.3% | +52.3% | +26.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling