+80.2%
JNJ vs FXI
+38.3%
+41.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | +4.3% | -3.2% | +7.6% | +4.5% |
| 3M | +16.5% | +1.7% | +14.8% | +16.4% |
| 6M | +13.1% | -1.6% | +14.7% | +13.3% |
| YTD | +32.1% | -7.9% | +40.0% | +32.8% |
| 1Y | +54.5% | -9.6% | +64.1% | +55.4% |
| All | +80.2% | +38.3% | +41.9% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling