+83.4%
JNJ vs NTAP
+122.8%
-39.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -4.3% | -1.0% | -3.4% | -4.3% |
| 30D | +3.0% | -7.5% | +10.5% | +3.0% |
| 3M | +12.2% | +14.6% | -2.4% | +12.4% |
| 6M | +10.5% | +91.0% | -80.5% | +10.1% |
| YTD | +30.8% | +73.7% | -42.9% | +30.5% |
| 1Y | +54.9% | +51.2% | +3.7% | +54.8% |
| 3Y | +80.7% | +146.1% | -65.5% | +73.0% |
| 5Y | +83.4% | +122.8% | -39.4% | +74.9% |
| All | +83.4% | +122.8% | -39.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 5y: compounded portfolio wealth divided by compounded NTAP 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…
5y analysis · Full analysis span regression · 6 months rolling