+51.2%
JNJ vs FN
-25.7%
+76.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +3.6% |
| 7D | +1.9% | -7.0% | +8.9% | +1.8% |
| 30D | +9.2% | -24.7% | +34.0% | +8.4% |
| 3M | +8.9% | -35.7% | +44.6% | +7.7% |
| 6M | +24.6% | -52.4% | +77.0% | +23.7% |
| YTD | +35.7% | -25.0% | +60.6% | +33.2% |
| 1Y | +51.2% | -25.7% | +76.9% | +49.1% |
| All | +51.2% | -25.7% | +76.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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