+100.9%
JNJ vs FIX
+1,026.2%
-925.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | +3.5% | +9.4% | -6.0% | +3.9% |
| 30D | +12.5% | -27.8% | +40.3% | +11.1% |
| 3M | +9.6% | -35.6% | +45.1% | +7.7% |
| 6M | +25.3% | -45.2% | +70.6% | +22.9% |
| YTD | +40.3% | +19.5% | +20.8% | +40.9% |
| 1Y | +49.6% | +24.2% | +25.4% | +50.6% |
| 3Y | +110.8% | +494.2% | -383.4% | +110.3% |
| All | +100.9% | +1,026.2% | -925.3% | +83.5% |
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