+8,487.5%
JNJ vs NSC
+5,718.1%
+2,769.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -0.8% | -1.5% | +0.8% | -0.4% |
| 30D | +4.3% | -1.9% | +6.2% | +4.7% |
| 3M | +16.5% | +6.2% | +10.3% | +14.9% |
| 6M | +13.1% | +9.2% | +4.0% | +10.8% |
| YTD | +32.1% | +15.0% | +17.1% | +27.8% |
| 1Y | +54.5% | +21.1% | +33.4% | +47.7% |
| 3Y | +82.5% | +78.6% | +3.9% | +58.5% |
| 5Y | +80.0% | +45.9% | +34.1% | +61.3% |
| 10Y | +195.7% | +326.9% | -131.2% | +105.1% |
| All | +8,487.5% | +5,718.1% | +2,769.4% | +2,280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling