+84.2%
JNJ vs NOK
+112.2%
-28.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.4% |
| 7D | -3.5% | +11.0% | -14.5% | -3.7% |
| 30D | +2.3% | +7.8% | -5.5% | +2.2% |
| 3M | +12.0% | -21.0% | +33.0% | +12.9% |
| 6M | +10.5% | +40.9% | -30.4% | +7.6% |
| YTD | +30.4% | +72.0% | -41.6% | +25.6% |
| 1Y | +52.1% | +140.9% | -88.8% | +42.4% |
| 3Y | +77.8% | +194.3% | -116.5% | +62.6% |
| All | +84.2% | +112.2% | -28.0% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling