+49.6%
JNJ vs FIS
-53.6%
+103.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.9% |
| 7D | +3.5% | +2.8% | +0.6% | +3.5% |
| 30D | +12.5% | -16.7% | +29.3% | +11.6% |
| 3M | +9.6% | -32.3% | +41.9% | +9.5% |
| 6M | +25.3% | -29.1% | +54.4% | +24.7% |
| YTD | +40.3% | -54.1% | +94.4% | +37.1% |
| 1Y | +49.6% | -53.7% | +103.4% | +45.9% |
| All | +49.6% | -53.6% | +103.2% | +45.9% |
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