+51.2%
JNJ vs NSC
+24.4%
+26.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.6% |
| 30D | +9.2% | +8.8% | +0.4% | +7.5% |
| 3M | +8.9% | +1.2% | +7.7% | +8.6% |
| 6M | +24.6% | +11.3% | +13.2% | +21.7% |
| YTD | +35.7% | +20.7% | +15.0% | +31.5% |
| 1Y | +51.2% | +23.4% | +27.8% | +47.8% |
| All | +51.2% | +24.4% | +26.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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