+80.2%
JNJ vs FIS
-23.8%
+104.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +4.3% | -7.8% | +12.2% | +5.2% |
| 3M | +16.5% | +0.8% | +15.7% | +16.3% |
| 6M | +13.1% | -21.9% | +35.0% | +15.7% |
| YTD | +32.1% | -39.5% | +71.6% | +39.8% |
| 1Y | +54.5% | -41.0% | +95.5% | +63.9% |
| All | +80.2% | -23.8% | +104.0% | +77.2% |
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