+84.2%
JNJ vs FTAI
+890.7%
-806.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -3.5% | -5.2% | +1.7% | -3.5% |
| 30D | +2.3% | -17.9% | +20.2% | +2.4% |
| 3M | +12.0% | -22.7% | +34.7% | +12.1% |
| 6M | +10.5% | -28.0% | +38.5% | +10.5% |
| YTD | +30.4% | -5.0% | +35.3% | +30.2% |
| 1Y | +52.1% | +10.4% | +41.7% | +51.7% |
| 3Y | +77.8% | +425.2% | -347.4% | +66.1% |
| All | +84.2% | +890.7% | -806.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling