+51.2%
JNJ vs FIS
-50.5%
+101.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -23.7% | +27.5% | +3.3% |
| 7D | +1.9% | -18.4% | +20.4% | +1.2% |
| 30D | +9.2% | -11.4% | +20.6% | +8.1% |
| 3M | +8.9% | -32.0% | +40.9% | +8.9% |
| 6M | +24.6% | -35.6% | +60.2% | +23.4% |
| YTD | +35.7% | -53.8% | +89.5% | +33.9% |
| 1Y | +51.2% | -51.1% | +102.3% | +48.6% |
| All | +51.2% | -50.5% | +101.7% | +48.6% |
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