+219.1%
JNJ vs FIX
+3,615.9%
-3,396.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.2% |
| 7D | +4.1% | +17.0% | -12.9% | +3.4% |
| 30D | +14.0% | -30.6% | +44.6% | +15.6% |
| 3M | +9.2% | -35.0% | +44.3% | +11.0% |
| 6M | +27.8% | -44.0% | +71.7% | +30.5% |
| YTD | +39.2% | +21.1% | +18.1% | +34.7% |
| 1Y | +49.1% | +16.3% | +32.9% | +44.5% |
| 3Y | +109.7% | +507.4% | -397.7% | +65.1% |
| 5Y | +97.6% | +1,052.1% | -954.5% | +37.8% |
| All | +219.1% | +3,615.9% | -3,396.8% | +75.4% |
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