+1,692.2%
JNJ vs NLY
+1,197.0%
+495.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.5% | -4.0% | +0.5% | -3.0% |
| 30D | +2.3% | -5.2% | +7.5% | +3.1% |
| 3M | +12.0% | +2.8% | +9.2% | +11.5% |
| 6M | +10.5% | +4.2% | +6.3% | +9.7% |
| YTD | +30.4% | +4.7% | +25.7% | +29.3% |
| 1Y | +52.1% | +12.7% | +39.4% | +49.3% |
| 3Y | +77.8% | +62.5% | +15.3% | +65.2% |
| 5Y | +82.9% | +26.3% | +56.6% | +73.8% |
| 10Y | +194.8% | +81.0% | +113.9% | +160.7% |
| All | +1,692.2% | +1,197.0% | +495.2% | +1,319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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