+53.1%
JNJ vs FIX
+14.0%
+39.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +2.7% |
| 7D | +4.3% | -7.2% | +11.5% | +3.7% |
| 30D | +7.9% | -35.1% | +43.0% | +4.9% |
| 3M | +9.4% | -34.3% | +43.6% | +6.5% |
| 6M | +28.8% | -42.9% | +71.8% | +25.3% |
| YTD | +38.5% | +19.5% | +19.1% | +33.5% |
| All | +53.1% | +14.0% | +39.1% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling