+52.1%
JNJ vs FTV
+14.7%
+37.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.5% | -4.0% | +0.4% | -3.4% |
| 30D | +2.3% | -11.0% | +13.3% | +2.5% |
| 3M | +12.0% | -8.4% | +20.4% | +12.1% |
| 6M | +10.5% | -2.6% | +13.0% | +10.6% |
| YTD | +30.4% | -0.6% | +31.0% | +29.9% |
| 1Y | +52.1% | +11.0% | +41.2% | +50.1% |
| All | +52.1% | +14.7% | +37.4% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling