+83.4%
JNJ vs NEM
+153.1%
-69.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -4.3% | -3.3% | -1.0% | -4.2% |
| 30D | +3.0% | +7.8% | -4.8% | +2.6% |
| 3M | +12.2% | +36.3% | -24.0% | +10.5% |
| 6M | +10.5% | +6.6% | +3.9% | +10.0% |
| YTD | +30.8% | +27.1% | +3.6% | +28.6% |
| 1Y | +54.9% | +62.3% | -7.4% | +49.9% |
| 3Y | +80.7% | +245.1% | -164.4% | +66.8% |
| 5Y | +83.4% | +154.0% | -70.6% | +69.7% |
| All | +83.4% | +153.1% | -69.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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