+106.8%
JNJ vs FIS
-37.3%
+144.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.5% |
| 7D | +1.5% | +1.5% | 0.0% | +1.4% |
| 30D | +6.3% | -11.8% | +18.1% | +6.1% |
| 3M | +8.5% | -28.5% | +37.0% | +10.5% |
| 6M | +28.0% | -27.0% | +55.0% | +29.9% |
| YTD | +37.7% | -53.1% | +90.8% | +46.9% |
| 1Y | +47.9% | -52.8% | +100.7% | +57.6% |
| All | +106.8% | -37.3% | +144.2% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling