+83.4%
JNJ vs NEE
+9.7%
+73.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.3% | -1.9% | -2.4% | -4.0% |
| 30D | +3.0% | -3.1% | +6.2% | +3.6% |
| 3M | +12.2% | -2.4% | +14.7% | +12.8% |
| 6M | +10.5% | -8.6% | +19.1% | +12.2% |
| YTD | +30.8% | +4.9% | +25.8% | +29.5% |
| 1Y | +54.9% | +19.4% | +35.5% | +49.9% |
| 3Y | +80.7% | +34.9% | +45.8% | +70.0% |
| 5Y | +83.4% | +11.0% | +72.4% | +76.7% |
| All | +83.4% | +9.7% | +73.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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