+25.3%
JNJ vs NU
+0.1%
+25.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -11.0% | +0.7% |
| 7D | +3.5% | +9.9% | -6.4% | +3.4% |
| 30D | +12.5% | -11.5% | +24.0% | +12.0% |
| 3M | +9.6% | -5.1% | +14.7% | +9.9% |
| 6M | +25.3% | +3.1% | +22.2% | +24.3% |
| All | +25.3% | +0.1% | +25.3% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling