+96.8%
JNJ vs NU
+17.5%
+79.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -11.0% | +0.9% |
| 7D | +3.5% | +9.9% | -6.4% | +3.5% |
| 30D | +12.5% | -11.5% | +24.0% | +12.4% |
| 3M | +9.6% | -5.1% | +14.7% | +9.6% |
| 6M | +25.3% | +3.1% | +22.2% | +25.4% |
| YTD | +40.3% | -21.0% | +61.3% | +40.1% |
| 1Y | +49.6% | -15.2% | +64.9% | +49.5% |
| 3Y | +110.8% | +56.4% | +54.3% | +111.0% |
| All | +96.8% | +17.5% | +79.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 5y: compounded portfolio wealth divided by compounded NU 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…
5y analysis · Full analysis span regression · 6 months rolling