+135.8%
JNJ vs FOXA
+86.3%
+49.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -3.0% | -5.4% | +2.5% | -2.2% |
| 30D | +2.5% | +1.1% | +1.4% | +2.3% |
| 3M | +13.2% | -6.1% | +19.4% | +13.8% |
| 6M | +11.3% | +8.2% | +3.0% | +9.4% |
| YTD | +31.1% | -11.8% | +42.9% | +32.8% |
| 1Y | +54.3% | +9.9% | +44.4% | +50.6% |
| 3Y | +81.1% | +110.7% | -29.6% | +56.6% |
| 5Y | +82.7% | +86.9% | -4.2% | +59.1% |
| All | +135.8% | +86.3% | +49.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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