+188.0%
JNJ vs FND
+66.0%
+122.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.3% |
| 7D | +2.7% | -5.2% | +7.9% | +3.1% |
| 30D | +7.4% | -19.9% | +27.3% | +9.1% |
| 3M | +21.2% | +2.7% | +18.5% | +20.6% |
| 6M | +13.4% | -21.7% | +35.1% | +15.0% |
| YTD | +35.1% | -17.5% | +52.6% | +36.2% |
| 1Y | +57.4% | -39.3% | +96.7% | +62.3% |
| 3Y | +86.8% | -49.8% | +136.5% | +92.8% |
| 5Y | +80.8% | -60.1% | +140.9% | +86.5% |
| All | +188.0% | +66.0% | +122.0% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling