+192.5%
JNJ vs NUE
+599.8%
-407.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.5% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +2.3% | -4.6% | +6.9% | +2.9% |
| 3M | +12.0% | -0.3% | +12.3% | +11.8% |
| 6M | +10.5% | +51.9% | -41.4% | +4.1% |
| YTD | +30.4% | +60.0% | -29.6% | +21.9% |
| 1Y | +52.1% | +82.9% | -30.8% | +39.5% |
| 3Y | +77.8% | +66.0% | +11.8% | +62.5% |
| 5Y | +82.9% | +149.0% | -66.1% | +50.3% |
| All | +192.5% | +599.8% | -407.3% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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