+95.0%
JNJ vs FIX
+933.9%
-838.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.7% |
| 7D | +1.1% | -17.5% | +18.6% | +0.3% |
| 30D | +6.9% | -41.6% | +48.4% | +4.5% |
| 3M | +8.0% | -40.6% | +48.6% | +5.8% |
| 6M | +24.3% | -49.4% | +73.7% | +21.4% |
| YTD | +35.6% | +9.2% | +26.4% | +35.7% |
| 1Y | +51.1% | +6.5% | +44.6% | +51.1% |
| 3Y | +98.3% | +448.7% | -350.4% | +97.1% |
| All | +95.0% | +933.9% | -838.9% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling