+1,672.9%
JNJ vs FIX
+7,843.3%
-6,170.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.1% |
| 7D | +1.1% | -17.5% | +18.6% | +2.2% |
| 30D | +6.9% | -41.6% | +48.4% | +10.5% |
| 3M | +8.0% | -40.6% | +48.6% | +11.3% |
| 6M | +24.3% | -49.4% | +73.7% | +29.0% |
| YTD | +35.6% | +9.2% | +26.4% | +32.4% |
| 1Y | +51.1% | +6.5% | +44.6% | +47.5% |
| 3Y | +98.3% | +448.7% | -350.4% | +64.3% |
| 5Y | +94.3% | +948.7% | -854.4% | +50.1% |
| 10Y | +214.9% | +3,659.7% | -3,444.8% | +111.8% |
| All | +1,672.9% | +7,843.3% | -6,170.5% | +920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling