+78.3%
JNJ vs FND
-50.8%
+129.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.3% | -5.1% | +0.7% | -4.1% |
| 30D | +3.0% | -22.5% | +25.6% | +4.1% |
| 3M | +12.2% | -5.0% | +17.2% | +12.4% |
| 6M | +10.5% | -21.5% | +32.0% | +11.3% |
| YTD | +30.8% | -23.0% | +53.8% | +31.6% |
| 1Y | +54.9% | -44.9% | +99.8% | +58.1% |
| All | +78.3% | -50.8% | +129.1% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling