+192.5%
JNJ vs FIS
-39.8%
+232.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.5% | -7.9% | +4.4% | -2.1% |
| 30D | +2.3% | -8.0% | +10.3% | +3.8% |
| 3M | +12.0% | +0.6% | +11.4% | +11.6% |
| 6M | +10.5% | -22.2% | +32.7% | +15.0% |
| YTD | +30.4% | -40.8% | +71.2% | +42.7% |
| 1Y | +52.1% | -41.5% | +93.7% | +66.7% |
| 3Y | +77.8% | -25.5% | +103.3% | +82.8% |
| 5Y | +82.9% | -64.8% | +147.7% | +120.3% |
| All | +192.5% | -39.8% | +232.3% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling