+100.9%
JNJ vs FXI
-9.2%
+110.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -4.2% | +7.7% | +3.6% |
| 30D | +12.5% | -1.1% | +13.7% | +12.6% |
| 3M | +9.6% | -4.0% | +13.5% | +9.7% |
| 6M | +25.3% | -11.8% | +37.2% | +25.8% |
| YTD | +40.3% | -11.9% | +52.2% | +40.7% |
| 1Y | +49.6% | -16.1% | +65.8% | +50.3% |
| 3Y | +110.8% | +38.8% | +72.0% | +109.6% |
| All | +100.9% | -9.2% | +110.1% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling