+85.3%
JNJ vs NU
+36.3%
+49.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | +6.0% | -6.8% | -0.7% |
| 30D | +4.3% | +10.8% | -6.4% | +4.4% |
| 3M | +16.5% | +32.2% | -15.7% | +16.7% |
| 6M | +13.1% | +5.1% | +8.0% | +13.2% |
| YTD | +32.1% | -8.4% | +40.6% | +32.0% |
| 1Y | +54.5% | +0.7% | +53.8% | +54.5% |
| 3Y | +82.5% | +125.1% | -42.6% | +82.8% |
| All | +85.3% | +36.3% | +49.0% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling