+84.2%
JNJ vs NI
+96.9%
-12.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | 0.0% | -3.6% | -3.5% |
| 30D | +2.3% | -1.4% | +3.7% | +2.7% |
| 3M | +12.0% | -10.6% | +22.6% | +15.5% |
| 6M | +10.5% | -9.3% | +19.8% | +13.4% |
| YTD | +30.4% | +1.1% | +29.3% | +29.9% |
| 1Y | +52.1% | +3.4% | +48.8% | +50.4% |
| 3Y | +77.8% | +67.9% | +9.9% | +52.3% |
| All | +84.2% | +96.9% | -12.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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