+1,666.5%
JNJ vs FIX
+12,471.5%
-10,805.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.3% |
| 7D | +2.7% | +6.0% | -3.3% | +2.3% |
| 30D | +7.4% | -7.2% | +14.6% | +7.8% |
| 3M | +21.2% | -15.9% | +37.1% | +22.1% |
| 6M | +13.4% | +12.7% | +0.7% | +11.4% |
| YTD | +35.1% | +72.8% | -37.7% | +28.4% |
| 1Y | +57.4% | +122.9% | -65.5% | +46.1% |
| 3Y | +86.8% | +774.3% | -687.6% | +50.3% |
| 5Y | +80.8% | +2,049.5% | -1,968.7% | +32.6% |
| 10Y | +202.7% | +5,821.5% | -5,618.7% | +98.0% |
| All | +1,666.5% | +12,471.5% | -10,805.0% | +889.5% |
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 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