+926.8%
JNJ vs NRG
+1,484.6%
-557.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.1% |
| 7D | -4.3% | -0.2% | -4.2% | -4.4% |
| 30D | +3.0% | -6.8% | +9.8% | +3.7% |
| 3M | +12.2% | -7.1% | +19.4% | +12.5% |
| 6M | +10.5% | -27.6% | +38.0% | +13.3% |
| YTD | +30.8% | -29.2% | +60.0% | +34.2% |
| 1Y | +54.9% | -29.9% | +84.8% | +58.6% |
| 3Y | +80.7% | +198.7% | -118.0% | +48.4% |
| 5Y | +83.4% | +192.9% | -109.5% | +49.0% |
| 10Y | +195.7% | +1,084.1% | -888.5% | +91.7% |
| All | +926.8% | +1,484.6% | -557.8% | +584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling