+177.9%
JNJ vs FND
+56.5%
+121.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.5% | -5.8% | +2.2% | -3.1% |
| 30D | +2.3% | -20.2% | +22.5% | +4.1% |
| 3M | +12.0% | -12.0% | +23.9% | +12.8% |
| 6M | +10.5% | -18.5% | +29.0% | +11.7% |
| YTD | +30.4% | -22.3% | +52.6% | +32.0% |
| 1Y | +52.1% | -47.6% | +99.8% | +58.8% |
| 3Y | +77.8% | -49.8% | +127.6% | +83.4% |
| 5Y | +82.9% | -63.0% | +145.9% | +89.9% |
| All | +177.9% | +56.5% | +121.4% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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