+9,018.2%
JNJ vs NOC
+17,598.2%
-8,580.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +3.5% | +4.8% | -1.4% | +2.4% |
| 30D | +12.5% | +11.0% | +1.5% | +9.9% |
| 3M | +9.6% | -3.8% | +13.4% | +10.3% |
| 6M | +25.3% | +0.6% | +24.7% | +24.8% |
| YTD | +40.3% | -2.3% | +42.6% | +40.0% |
| 1Y | +49.6% | +0.3% | +49.4% | +48.5% |
| 3Y | +110.8% | +24.6% | +86.2% | +97.8% |
| 5Y | +99.1% | +66.0% | +33.1% | +73.2% |
| 10Y | +216.6% | +161.2% | +55.4% | +147.1% |
| All | +9,018.2% | +17,598.2% | -8,580.1% | +3,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling