+199.0%
JNJ vs FND
+57.9%
+141.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +3.5% | -6.8% | +10.3% | +4.0% |
| 30D | +12.5% | +8.0% | +4.6% | +11.8% |
| 3M | +9.6% | -18.9% | +28.5% | +11.2% |
| 6M | +25.3% | +4.7% | +20.6% | +24.3% |
| YTD | +40.3% | -21.6% | +61.9% | +41.7% |
| 1Y | +49.6% | -22.0% | +71.7% | +51.2% |
| 3Y | +110.8% | -40.4% | +151.2% | +114.1% |
| 5Y | +99.1% | -63.8% | +162.9% | +107.3% |
| All | +199.0% | +57.9% | +141.2% | +165.0% |
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