+155.9%
JNJ vs NET
+1,381.0%
-1,225.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +3.8% |
| 7D | +1.9% | -16.4% | +18.3% | +2.1% |
| 30D | +9.2% | -25.8% | +35.1% | +9.5% |
| 3M | +8.9% | -11.5% | +20.5% | +9.0% |
| 6M | +24.6% | +18.9% | +5.6% | +24.1% |
| YTD | +35.7% | +35.2% | +0.5% | +34.9% |
| 1Y | +51.2% | +14.5% | +36.8% | +50.6% |
| 3Y | +98.8% | +313.8% | -215.0% | +92.5% |
| 5Y | +93.0% | +32.6% | +60.5% | +91.5% |
| All | +155.9% | +1,381.0% | -1,225.1% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling