+825.1%
JNJ vs FXI
+221.5%
+603.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | +2.7% | +1.0% | +1.6% | +2.5% |
| 30D | +7.4% | -0.6% | +7.9% | +7.5% |
| 3M | +21.2% | +1.9% | +19.3% | +20.6% |
| 6M | +13.4% | -0.2% | +13.6% | +13.2% |
| YTD | +35.1% | -5.6% | +40.7% | +36.2% |
| 1Y | +57.4% | -4.7% | +62.1% | +58.2% |
| 3Y | +86.8% | +38.0% | +48.7% | +71.7% |
| 5Y | +80.8% | -2.7% | +83.5% | +74.0% |
| 10Y | +202.7% | +19.9% | +182.8% | +172.6% |
| All | +825.1% | +221.5% | +603.6% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling