+192.5%
JNJ vs NOC
+192.5%
0.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | +2.3% | -9.7% | +12.0% | +5.2% |
| 3M | +12.0% | -5.6% | +17.6% | +13.6% |
| 6M | +10.5% | -28.6% | +39.0% | +20.7% |
| YTD | +30.4% | -7.9% | +38.3% | +32.3% |
| 1Y | +52.1% | -9.5% | +61.7% | +55.0% |
| 3Y | +77.8% | +28.4% | +49.4% | +60.8% |
| 5Y | +82.9% | +59.0% | +23.9% | +49.8% |
| All | +192.5% | +192.5% | 0.0% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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