+221.6%
JNJ vs NDAQ
+471.8%
-250.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | +12.5% | +18.0% | -5.4% | +7.5% |
| 3M | +9.6% | +11.5% | -2.0% | +6.2% |
| 6M | +25.3% | +21.1% | +4.3% | +18.2% |
| YTD | +40.3% | +12.8% | +27.5% | +34.4% |
| 1Y | +49.6% | +25.7% | +23.9% | +38.5% |
| 3Y | +110.8% | +116.8% | -6.0% | +59.9% |
| 5Y | +99.1% | +67.3% | +31.9% | +62.9% |
| All | +221.6% | +471.8% | -250.1% | +58.6% |
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