+5,362.5%
JNJ vs NOK
+1,720.1%
+3,642.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.8% |
| 7D | -0.8% | +7.3% | -8.0% | -1.4% |
| 30D | +4.3% | +13.8% | -9.5% | +3.0% |
| 3M | +16.5% | -27.0% | +43.5% | +19.1% |
| 6M | +13.1% | +37.6% | -24.5% | +8.3% |
| YTD | +32.1% | +64.6% | -32.5% | +24.1% |
| 1Y | +54.5% | +132.0% | -77.5% | +39.6% |
| 3Y | +82.5% | +183.7% | -101.1% | +60.2% |
| 5Y | +80.0% | +101.3% | -21.3% | +62.0% |
| 10Y | +195.7% | +122.4% | +73.3% | +151.7% |
| All | +5,362.5% | +1,720.1% | +3,642.5% | +3,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling