+192.5%
JNJ vs NDAQ
+368.2%
-175.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.5% | -5.6% | +2.0% | -2.0% |
| 30D | +2.3% | -4.4% | +6.7% | +3.5% |
| 3M | +12.0% | +5.9% | +6.1% | +9.8% |
| 6M | +10.5% | +7.7% | +2.7% | +7.4% |
| YTD | +30.4% | -5.2% | +35.6% | +31.1% |
| 1Y | +52.1% | -3.4% | +55.5% | +51.8% |
| 3Y | +77.8% | +85.6% | -7.8% | +40.5% |
| 5Y | +82.9% | +49.5% | +33.4% | +52.7% |
| All | +192.5% | +368.2% | -175.7% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling