+207.8%
JNJ vs FIX
+4,032.2%
-3,824.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +1.7% |
| 7D | +4.3% | -7.2% | +11.5% | +4.4% |
| 30D | +7.9% | -35.1% | +43.0% | +9.8% |
| 3M | +9.4% | -34.3% | +43.6% | +11.0% |
| 6M | +28.8% | -42.9% | +71.8% | +31.4% |
| YTD | +38.5% | +19.5% | +19.1% | +34.1% |
| 1Y | +54.6% | +16.8% | +37.8% | +49.7% |
| 3Y | +108.4% | +506.7% | -398.3% | +64.2% |
| 5Y | +99.6% | +1,046.7% | -947.1% | +39.3% |
| 10Y | +207.8% | +3,800.0% | -3,592.2% | +69.4% |
| All | +207.8% | +4,032.2% | -3,824.4% | +69.4% |
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