+57.4%
JNJ vs FISV
-61.2%
+118.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +7.4% | -2.1% | +9.4% | +7.4% |
| 3M | +21.2% | -5.7% | +27.0% | +21.0% |
| 6M | +13.4% | -15.3% | +28.7% | +13.1% |
| YTD | +35.1% | -21.1% | +56.2% | +34.9% |
| 1Y | +57.4% | -61.1% | +118.5% | +61.2% |
| All | +57.4% | -61.2% | +118.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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