+51.2%
JNJ vs NTR
+36.7%
+14.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.6% |
| 7D | +1.9% | +4.3% | -2.4% | +1.8% |
| 30D | +9.2% | +2.6% | +6.7% | +9.1% |
| 3M | +8.9% | +8.5% | +0.4% | +8.6% |
| 6M | +24.6% | -3.3% | +27.9% | +24.7% |
| YTD | +35.7% | +19.6% | +16.1% | +33.5% |
| 1Y | +51.2% | +37.6% | +13.6% | +51.5% |
| All | +51.2% | +36.7% | +14.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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