+51.2%
JNJ vs FXI
-10.5%
+61.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.5% |
| 7D | +1.9% | +6.6% | -4.6% | +1.6% |
| 30D | +9.2% | +2.2% | +7.1% | +9.0% |
| 3M | +8.9% | -4.7% | +13.7% | +9.0% |
| 6M | +24.6% | -4.7% | +29.2% | +26.1% |
| YTD | +35.7% | -9.0% | +44.7% | +37.3% |
| 1Y | +51.2% | -10.5% | +61.7% | +53.4% |
| All | +51.2% | -10.5% | +61.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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