+154.9%
JNJ vs NET
+1,449.6%
-1,294.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.1% |
| 7D | +2.7% | -7.0% | +9.7% | +2.7% |
| 30D | +7.4% | -4.8% | +12.2% | +7.4% |
| 3M | +21.2% | +3.8% | +17.4% | +21.1% |
| 6M | +13.4% | +50.0% | -36.6% | +12.7% |
| YTD | +35.1% | +41.5% | -6.3% | +34.4% |
| 1Y | +57.4% | +32.8% | +24.6% | +56.6% |
| 3Y | +86.8% | +335.9% | -249.1% | +80.7% |
| 5Y | +80.8% | +113.8% | -33.0% | +74.4% |
| All | +154.9% | +1,449.6% | -1,294.6% | +91.1% |
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