+192.5%
JNJ vs FTV
+80.7%
+111.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | -4.0% | +0.4% | -2.7% |
| 30D | +2.3% | -11.0% | +13.3% | +4.7% |
| 3M | +12.0% | -8.4% | +20.4% | +13.8% |
| 6M | +10.5% | -2.6% | +13.0% | +10.5% |
| YTD | +30.4% | -0.6% | +31.0% | +29.4% |
| 1Y | +52.1% | +11.0% | +41.2% | +47.1% |
| 3Y | +77.8% | -6.3% | +84.1% | +76.2% |
| 5Y | +82.9% | -1.5% | +84.4% | +76.4% |
| All | +192.5% | +80.7% | +111.8% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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