+259.4%
JNJ vs FTAI
+2,432.1%
-2,172.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.1% | -0.6% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +2.5% | -13.6% | +16.2% | +2.9% |
| 3M | +13.2% | -20.6% | +33.8% | +13.8% |
| 6M | +11.3% | -32.6% | +43.9% | +12.2% |
| YTD | +31.1% | -5.4% | +36.5% | +30.6% |
| 1Y | +54.3% | +12.9% | +41.5% | +52.4% |
| 3Y | +81.1% | +428.1% | -347.0% | +61.0% |
| 5Y | +82.7% | +863.0% | -780.3% | +54.5% |
| 10Y | +196.5% | +3,092.6% | -2,896.1% | +134.4% |
| All | +259.4% | +2,432.1% | -2,172.7% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling