+192.5%
JNJ vs FISV
+3.1%
+189.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.1% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +12.0% | -2.8% | +14.8% | +12.1% |
| 6M | +10.5% | -11.8% | +22.3% | +11.9% |
| YTD | +30.4% | -23.2% | +53.6% | +34.6% |
| 1Y | +52.1% | -62.0% | +114.1% | +73.3% |
| 3Y | +77.8% | -57.6% | +135.4% | +87.7% |
| 5Y | +82.9% | -53.4% | +136.3% | +84.2% |
| All | +192.5% | +3.1% | +189.4% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling