+52.1%
JNJ vs FIS
-40.5%
+92.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.5% | -7.9% | +4.4% | -3.1% |
| 30D | +2.3% | -8.0% | +10.3% | +2.7% |
| 3M | +12.0% | +0.6% | +11.4% | +12.3% |
| 6M | +10.5% | -22.2% | +32.7% | +10.2% |
| YTD | +30.4% | -40.8% | +71.2% | +32.1% |
| 1Y | +52.1% | -41.5% | +93.7% | +54.2% |
| All | +52.1% | -40.5% | +92.6% | +54.2% |
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