+192.5%
JNJ vs FTAI
+3,098.4%
-2,905.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | -3.5% | -5.2% | +1.7% | -3.4% |
| 30D | +2.3% | -17.9% | +20.2% | +2.9% |
| 3M | +12.0% | -22.7% | +34.7% | +12.6% |
| 6M | +10.5% | -28.0% | +38.5% | +11.1% |
| YTD | +30.4% | -5.0% | +35.3% | +29.8% |
| 1Y | +52.1% | +10.4% | +41.7% | +50.5% |
| 3Y | +77.8% | +425.2% | -347.4% | +58.3% |
| 5Y | +82.9% | +890.3% | -807.5% | +54.4% |
| All | +192.5% | +3,098.4% | -2,905.9% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling