+210.8%
JNJ vs FN
+753.0%
-542.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.2% | +1.2% |
| 7D | +1.1% | 0.0% | +1.2% | +1.0% |
| 30D | +6.9% | -34.3% | +41.2% | +7.8% |
| 3M | +8.0% | -39.9% | +47.9% | +9.0% |
| 6M | +24.3% | -51.8% | +76.1% | +26.0% |
| YTD | +35.6% | -28.1% | +63.8% | +34.9% |
| 1Y | +51.1% | -29.1% | +80.1% | +50.1% |
| 3Y | +98.3% | +102.4% | -4.2% | +80.6% |
| 5Y | +94.3% | +171.7% | -77.3% | +68.7% |
| All | +210.8% | +753.0% | -542.3% | +136.9% |
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