+8,422.4%
JNJ vs FISV
+10,091.3%
-1,668.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.1% |
| 7D | -3.0% | -6.4% | +3.5% | -2.0% |
| 30D | +2.5% | -6.8% | +9.4% | +3.5% |
| 3M | +13.2% | -10.0% | +23.2% | +14.7% |
| 6M | +11.3% | -20.6% | +31.9% | +14.5% |
| YTD | +31.1% | -27.6% | +58.7% | +36.4% |
| 1Y | +54.3% | -64.3% | +118.7% | +74.8% |
| 3Y | +81.1% | -60.0% | +141.1% | +97.6% |
| 5Y | +82.7% | -57.7% | +140.4% | +95.2% |
| 10Y | +196.5% | -3.0% | +199.5% | +174.0% |
| All | +8,422.4% | +10,091.3% | -1,668.9% | +4,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling