+649.8%
JNJ vs FN
+3,620.5%
-2,970.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.3% |
| 7D | +2.7% | -1.7% | +4.4% | +2.7% |
| 30D | +7.4% | -22.0% | +29.4% | +8.2% |
| 3M | +21.2% | -43.0% | +64.2% | +23.5% |
| 6M | +13.4% | -27.7% | +41.2% | +13.8% |
| YTD | +35.1% | -10.5% | +45.6% | +33.9% |
| 1Y | +57.4% | +12.5% | +44.9% | +53.8% |
| 3Y | +86.8% | +153.8% | -67.0% | +69.5% |
| 5Y | +80.8% | +288.0% | -207.2% | +56.3% |
| 10Y | +202.7% | +906.4% | -703.7% | +138.9% |
| All | +649.8% | +3,620.5% | -2,970.8% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling