+913.4%
JNJ vs FTI
+2,117.5%
-1,204.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +4.3% | +12.3% | -8.0% | +3.1% |
| 3M | +16.5% | +13.8% | +2.7% | +14.9% |
| 6M | +13.1% | +24.3% | -11.1% | +10.5% |
| YTD | +32.1% | +75.8% | -43.6% | +24.7% |
| 1Y | +54.5% | +99.6% | -45.1% | +43.8% |
| 3Y | +82.5% | +278.4% | -195.9% | +56.8% |
| 5Y | +80.0% | +1,168.7% | -1,088.7% | +31.8% |
| 10Y | +195.7% | +297.5% | -101.9% | +130.4% |
| All | +913.4% | +2,117.5% | -1,204.0% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling