+84.1%
JNJ vs FIS
-65.6%
+149.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.7% |
| 7D | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | +4.3% | -7.8% | +12.2% | +5.0% |
| 3M | +16.5% | +0.8% | +15.7% | +16.3% |
| 6M | +13.1% | -21.9% | +35.0% | +15.0% |
| YTD | +32.1% | -39.5% | +71.6% | +37.2% |
| 1Y | +54.5% | -41.0% | +95.5% | +60.6% |
| 3Y | +82.5% | -23.6% | +106.1% | +85.9% |
| All | +84.1% | -65.6% | +149.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling