+83.4%
JNJ vs FTV
-3.0%
+86.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -4.3% | -5.2% | +0.9% | -3.9% |
| 30D | +3.0% | -11.5% | +14.5% | +4.1% |
| 3M | +12.2% | -9.0% | +21.3% | +13.0% |
| 6M | +10.5% | -2.0% | +12.5% | +10.4% |
| YTD | +30.8% | -0.9% | +31.7% | +30.3% |
| 1Y | +54.9% | +14.8% | +40.1% | +52.1% |
| 3Y | +80.7% | -5.5% | +86.2% | +79.7% |
| 5Y | +83.4% | -1.9% | +85.3% | +78.8% |
| All | +83.4% | -3.0% | +86.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling