+8,487.5%
JNJ vs NEM
+483.1%
+8,004.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -0.8% | +3.9% | -4.6% | -0.9% |
| 30D | +4.3% | +12.7% | -8.4% | +3.8% |
| 3M | +16.5% | +28.7% | -12.2% | +15.3% |
| 6M | +13.1% | +9.8% | +3.4% | +12.5% |
| YTD | +32.1% | +28.1% | +4.0% | +30.5% |
| 1Y | +54.5% | +69.3% | -14.9% | +50.8% |
| 3Y | +82.5% | +247.7% | -165.1% | +72.9% |
| 5Y | +80.0% | +153.4% | -73.4% | +71.8% |
| 10Y | +195.7% | +291.3% | -95.6% | +176.6% |
| All | +8,487.5% | +483.1% | +8,004.4% | +7,669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling