+51.2%
JNJ vs NRG
-50.8%
+102.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.5% | +17.3% | +3.3% |
| 7D | +1.9% | -13.7% | +15.7% | +1.4% |
| 30D | +9.2% | -13.6% | +22.8% | +8.6% |
| 3M | +8.9% | -28.5% | +37.4% | +8.0% |
| 6M | +24.6% | -45.8% | +70.3% | +24.1% |
| YTD | +35.7% | -46.9% | +82.6% | +35.4% |
| 1Y | +51.2% | -49.7% | +100.9% | +50.9% |
| All | +51.2% | -50.8% | +102.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling