+268.0%
JNJ vs NTRA
+1,711.9%
-1,443.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -4.3% | -0.5% | -3.9% | -4.3% |
| 30D | +3.0% | +4.3% | -1.3% | +2.9% |
| 3M | +12.2% | +50.6% | -38.4% | +10.6% |
| 6M | +10.5% | +63.9% | -53.5% | +8.4% |
| YTD | +30.8% | +42.4% | -11.6% | +28.9% |
| 1Y | +54.9% | +92.1% | -37.2% | +51.1% |
| 3Y | +80.7% | +501.7% | -421.1% | +67.7% |
| 5Y | +83.4% | +171.4% | -88.0% | +73.4% |
| 10Y | +195.7% | +3,161.4% | -2,965.7% | +140.7% |
| All | +268.0% | +1,711.9% | -1,443.9% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling