+86.8%
JNJ vs FRSH
-72.6%
+159.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.3% | -11.2% | +6.8% | -4.3% |
| 30D | +3.0% | -0.8% | +3.9% | +3.0% |
| 3M | +12.2% | +26.4% | -14.2% | +12.2% |
| 6M | +10.5% | +48.4% | -37.9% | +10.4% |
| YTD | +30.8% | -3.1% | +33.9% | +31.0% |
| 1Y | +54.9% | -8.7% | +63.6% | +55.3% |
| 3Y | +80.7% | -45.8% | +126.4% | +81.8% |
| All | +86.8% | -72.6% | +159.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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