+57.4%
JNJ vs FIS
-37.2%
+94.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +7.4% | -2.2% | +9.6% | +7.4% |
| 3M | +21.2% | +2.1% | +19.1% | +20.9% |
| 6M | +13.4% | -14.7% | +28.1% | +12.9% |
| YTD | +35.1% | -35.7% | +70.8% | +37.2% |
| 1Y | +57.4% | -37.1% | +94.5% | +60.5% |
| All | +57.4% | -37.2% | +94.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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