+78.3%
JNJ vs NOC
+28.9%
+49.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -4.3% | -1.8% | -2.6% | -4.0% |
| 30D | +3.0% | -9.4% | +12.5% | +5.0% |
| 3M | +12.2% | -3.8% | +16.1% | +13.0% |
| 6M | +10.5% | -28.8% | +39.2% | +17.0% |
| YTD | +30.8% | -7.9% | +38.7% | +32.4% |
| 1Y | +54.9% | -9.0% | +64.0% | +57.1% |
| All | +78.3% | +28.9% | +49.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling