+57.4%
JNJ vs NTRS
+46.5%
+10.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +7.4% | +1.2% | +6.2% | +7.4% |
| 3M | +21.2% | +8.3% | +12.9% | +21.6% |
| 6M | +13.4% | +30.0% | -16.6% | +14.8% |
| YTD | +35.1% | +38.0% | -2.9% | +36.6% |
| 1Y | +57.4% | +47.4% | +10.0% | +59.8% |
| All | +57.4% | +46.5% | +10.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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