+954.5%
JNJ vs NDAQ
+2,327.9%
-1,373.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.9% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | +7.4% | +2.5% | +4.9% | +7.0% |
| 3M | +21.2% | +9.9% | +11.3% | +19.4% |
| 6M | +13.4% | +9.4% | +4.0% | +11.6% |
| YTD | +35.1% | +0.4% | +34.7% | +34.4% |
| 1Y | +57.4% | +4.0% | +53.4% | +55.6% |
| 3Y | +86.8% | +94.4% | -7.6% | +67.6% |
| 5Y | +80.8% | +56.7% | +24.1% | +66.1% |
| 10Y | +202.7% | +375.3% | -172.6% | +138.4% |
| All | +954.5% | +2,327.9% | -1,373.4% | +732.4% |
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