+8,487.5%
JNJ vs NI
+5,156.7%
+3,330.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.4% |
| 30D | +4.3% | -1.7% | +6.0% | +4.7% |
| 3M | +16.5% | -8.0% | +24.5% | +19.0% |
| 6M | +13.1% | -8.6% | +21.8% | +15.8% |
| YTD | +32.1% | +2.3% | +29.8% | +31.0% |
| 1Y | +54.5% | +6.9% | +47.5% | +51.2% |
| 3Y | +82.5% | +70.6% | +12.0% | +56.2% |
| 5Y | +80.0% | +96.4% | -16.4% | +47.0% |
| 10Y | +195.7% | +136.1% | +59.5% | +124.3% |
| All | +8,487.5% | +5,156.7% | +3,330.8% | +2,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling