+97.6%
JNJ vs FN
+194.5%
-96.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.0% |
| 7D | +4.1% | +20.8% | -16.7% | +4.7% |
| 30D | +14.0% | -17.3% | +31.3% | +13.6% |
| 3M | +9.2% | -38.1% | +47.4% | +8.0% |
| 6M | +27.8% | -44.2% | +72.0% | +26.5% |
| YTD | +39.2% | -22.3% | +61.5% | +39.0% |
| 1Y | +49.1% | -20.9% | +70.1% | +49.1% |
| 3Y | +109.7% | +111.1% | -1.4% | +110.8% |
| 5Y | +97.6% | +191.8% | -94.3% | +91.3% |
| All | +97.6% | +194.5% | -96.9% | +91.3% |
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