+57.4%
JNJ vs NRG
-18.6%
+76.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -1.0% |
| 7D | +2.7% | +7.1% | -4.4% | +2.9% |
| 30D | +7.4% | -1.4% | +8.8% | +7.4% |
| 3M | +21.2% | -10.5% | +31.7% | +21.2% |
| 6M | +13.4% | -26.7% | +40.1% | +13.3% |
| YTD | +35.1% | -24.5% | +59.7% | +35.3% |
| 1Y | +57.4% | -18.6% | +76.0% | +61.2% |
| All | +57.4% | -18.6% | +76.0% | +61.2% |
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