+51.2%
JNJ vs NDAQ
+28.8%
+22.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.3% | +3.7% |
| 7D | +1.9% | +3.9% | -2.0% | +1.7% |
| 30D | +9.2% | +19.0% | -9.7% | +8.5% |
| 3M | +8.9% | +17.6% | -8.6% | +8.2% |
| 6M | +24.6% | +21.0% | +3.6% | +23.9% |
| YTD | +35.7% | +14.1% | +21.6% | +36.0% |
| 1Y | +51.2% | +29.4% | +21.8% | +52.2% |
| All | +51.2% | +28.8% | +22.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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