+25.3%
JNJ vs FTI
-9.7%
+35.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.9% |
| 7D | +3.5% | +4.3% | -0.9% | +3.6% |
| 30D | +12.5% | -4.7% | +17.2% | +12.2% |
| 3M | +9.6% | -13.5% | +23.1% | +9.9% |
| 6M | +25.3% | -8.7% | +34.1% | +24.6% |
| All | +25.3% | -9.7% | +35.1% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling