+195.7%
JNJ vs FIX
+5,976.4%
-5,780.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.3% |
| 7D | -0.8% | +6.1% | -6.8% | -1.1% |
| 30D | +4.3% | -2.7% | +7.0% | +4.4% |
| 3M | +16.5% | -10.9% | +27.4% | +16.7% |
| 6M | +13.1% | +29.0% | -15.9% | +10.4% |
| YTD | +32.1% | +76.9% | -44.7% | +26.1% |
| 1Y | +54.5% | +130.7% | -76.3% | +44.1% |
| 3Y | +82.5% | +790.7% | -708.1% | +42.0% |
| 5Y | +80.0% | +2,185.6% | -2,105.5% | +18.1% |
| 10Y | +195.7% | +5,993.3% | -5,797.7% | +62.2% |
| All | +195.7% | +5,976.4% | -5,780.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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