+77.8%
JNJ vs NTRA
+507.7%
-429.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.3% | +4.1% | -1.8% | +2.3% |
| 3M | +12.0% | +50.0% | -38.1% | +12.0% |
| 6M | +10.5% | +67.3% | -56.8% | +10.5% |
| YTD | +30.4% | +43.6% | -13.2% | +30.4% |
| 1Y | +52.1% | +89.2% | -37.1% | +52.4% |
| 3Y | +77.8% | +502.5% | -424.7% | +73.4% |
| All | +77.8% | +507.7% | -429.9% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling