+78.3%
JNJ vs NOK
+182.2%
-103.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -4.3% | +8.7% | -13.0% | -4.2% |
| 30D | +3.0% | +12.5% | -9.5% | +3.1% |
| 3M | +12.2% | -20.7% | +33.0% | +12.6% |
| 6M | +10.5% | +36.2% | -25.7% | +8.5% |
| YTD | +30.8% | +64.1% | -33.4% | +27.7% |
| 1Y | +54.9% | +132.4% | -77.5% | +47.6% |
| All | +78.3% | +182.2% | -103.8% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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