+208.8%
JNJ vs FTV
+127.6%
+81.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | +3.9% | -0.5% | +2.6% |
| 30D | +12.5% | +18.7% | -6.1% | +8.7% |
| 3M | +9.6% | +10.0% | -0.4% | +7.3% |
| 6M | +25.3% | +14.6% | +10.8% | +21.5% |
| YTD | +40.3% | +23.4% | +16.9% | +33.1% |
| 1Y | +49.6% | +31.3% | +18.4% | +40.0% |
| 3Y | +110.8% | +39.8% | +71.0% | +90.7% |
| 5Y | +99.1% | +17.7% | +81.4% | +86.0% |
| 10Y | +216.6% | +110.2% | +106.3% | +147.5% |
| All | +208.8% | +127.6% | +81.2% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling