+192.5%
JNJ vs FTI
+305.3%
-112.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -3.5% | -4.4% | +0.9% | -3.2% |
| 30D | +2.3% | +1.5% | +0.8% | +2.2% |
| 3M | +12.0% | +8.2% | +3.8% | +11.4% |
| 6M | +10.5% | +18.8% | -8.4% | +9.1% |
| YTD | +30.4% | +71.7% | -41.3% | +25.9% |
| 1Y | +52.1% | +90.0% | -37.9% | +45.9% |
| 3Y | +77.8% | +270.5% | -192.7% | +61.5% |
| 5Y | +82.9% | +1,084.5% | -1,001.6% | +48.4% |
| All | +192.5% | +305.3% | -112.7% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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