+54.5%
JNJ vs FIX
+132.0%
-77.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.1% |
| 7D | -0.8% | +6.1% | -6.8% | -0.4% |
| 30D | +4.3% | -2.7% | +7.0% | +4.2% |
| 3M | +16.5% | -10.9% | +27.4% | +16.0% |
| 6M | +13.1% | +29.0% | -15.9% | +13.3% |
| YTD | +32.1% | +76.9% | -44.7% | +34.5% |
| 1Y | +54.5% | +130.7% | -76.3% | +62.6% |
| All | +54.5% | +132.0% | -77.5% | +62.6% |
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