+95.4%
JNJ vs NDAQ
+69.8%
+25.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +6.3% | +16.3% | -10.0% | +4.3% |
| 3M | +8.5% | +15.8% | -7.4% | +6.4% |
| 6M | +28.0% | +24.8% | +3.2% | +24.2% |
| YTD | +37.7% | +14.1% | +23.6% | +35.1% |
| 1Y | +47.9% | +26.5% | +21.4% | +42.8% |
| 3Y | +107.4% | +119.1% | -11.8% | +80.7% |
| All | +95.4% | +69.8% | +25.6% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling