+84.2%
JNJ vs FISV
-53.5%
+137.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +12.0% | -2.8% | +14.8% | +12.0% |
| 6M | +10.5% | -11.8% | +22.3% | +10.9% |
| YTD | +30.4% | -23.2% | +53.6% | +31.8% |
| 1Y | +52.1% | -62.0% | +114.1% | +60.2% |
| 3Y | +77.8% | -57.6% | +135.4% | +77.6% |
| All | +84.2% | -53.5% | +137.6% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling