+83.7%
JNJ vs FN
+289.0%
-205.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.6% |
| 30D | +7.4% | -22.0% | +29.4% | +6.7% |
| 3M | +21.2% | -43.0% | +64.2% | +20.1% |
| 6M | +13.4% | -27.7% | +41.2% | +12.8% |
| YTD | +35.1% | -10.5% | +45.6% | +35.2% |
| 1Y | +57.4% | +12.5% | +44.9% | +58.6% |
| 3Y | +86.8% | +153.8% | -67.0% | +87.3% |
| All | +83.7% | +289.0% | -205.4% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling