+51.2%
JNJ vs FRMI
-93.1%
+144.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -10.6% | +14.4% | +3.5% |
| 7D | +1.9% | -39.7% | +41.7% | +0.6% |
| 30D | +9.2% | -55.2% | +64.4% | +7.3% |
| 3M | +8.9% | -71.2% | +80.1% | +6.3% |
| 6M | +24.6% | -64.1% | +88.7% | +22.0% |
| YTD | +35.7% | -77.2% | +112.9% | +32.9% |
| 1Y | +51.2% | -93.2% | +144.4% | +43.5% |
| All | +51.2% | -93.1% | +144.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling