+994.8%
JNJ vs NDAQ
+2,627.5%
-1,632.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +12.5% | +18.0% | -5.4% | +9.9% |
| 3M | +9.6% | +11.5% | -2.0% | +7.8% |
| 6M | +25.3% | +21.1% | +4.3% | +21.7% |
| YTD | +40.3% | +12.8% | +27.5% | +37.2% |
| 1Y | +49.6% | +25.7% | +23.9% | +44.0% |
| 3Y | +110.8% | +116.8% | -6.0% | +86.3% |
| 5Y | +99.1% | +67.3% | +31.9% | +81.3% |
| 10Y | +216.6% | +473.3% | -256.7% | +143.2% |
| All | +994.8% | +2,627.5% | -1,632.8% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling