+192.5%
JNJ vs NTRS
+259.9%
-67.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.5% | +1.4% | -4.9% | -3.8% |
| 30D | +2.3% | -0.7% | +3.0% | +2.4% |
| 3M | +12.0% | +11.3% | +0.7% | +9.6% |
| 6M | +10.5% | +35.5% | -25.1% | +3.9% |
| YTD | +30.4% | +40.6% | -10.2% | +21.4% |
| 1Y | +52.1% | +49.2% | +2.9% | +39.8% |
| 3Y | +77.8% | +167.2% | -89.4% | +42.4% |
| 5Y | +82.9% | +94.9% | -12.0% | +54.1% |
| All | +192.5% | +259.9% | -67.4% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling