+207.8%
JNJ vs FN
+837.6%
-629.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.7% | +1.9% |
| 7D | +4.3% | +16.3% | -12.0% | +3.8% |
| 30D | +7.9% | -24.7% | +32.7% | +8.5% |
| 3M | +9.4% | -34.9% | +44.3% | +10.2% |
| 6M | +28.8% | -41.1% | +69.9% | +29.9% |
| YTD | +38.5% | -19.6% | +58.1% | +37.4% |
| 1Y | +54.6% | -18.5% | +73.1% | +53.1% |
| 3Y | +108.4% | +119.1% | -10.7% | +89.8% |
| 5Y | +99.6% | +206.9% | -107.3% | +72.5% |
| 10Y | +207.8% | +826.4% | -618.7% | +132.7% |
| All | +207.8% | +837.6% | -629.8% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling