+340.7%
JNJ vs USFR
+27.6%
+313.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | +4.3% | +0.3% | +4.0% | +4.3% |
| 3M | +16.5% | +1.0% | +15.5% | +16.5% |
| 6M | +13.1% | +1.9% | +11.2% | +13.2% |
| YTD | +32.1% | +2.7% | +29.5% | +32.3% |
| 1Y | +54.5% | +4.0% | +50.5% | +54.7% |
| 3Y | +82.5% | +14.0% | +68.5% | +83.8% |
| 5Y | +80.0% | +20.4% | +59.6% | +81.9% |
| 10Y | +195.7% | +28.1% | +167.6% | +200.4% |
| All | +340.7% | +27.6% | +313.1% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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