+84.2%
JNJ vs NUE
+146.6%
-62.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.4% |
| 7D | -3.5% | -0.6% | -2.9% | -3.5% |
| 30D | +2.3% | -4.6% | +6.9% | +2.5% |
| 3M | +12.0% | -0.3% | +12.3% | +11.9% |
| 6M | +10.5% | +51.9% | -41.4% | +7.7% |
| YTD | +30.4% | +60.0% | -29.6% | +26.7% |
| 1Y | +52.1% | +82.9% | -30.8% | +46.6% |
| 3Y | +77.8% | +66.0% | +11.8% | +71.1% |
| All | +84.2% | +146.6% | -62.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling