+8,422.4%
JNJ vs NUE
+14,439.6%
-6,017.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +2.5% | -6.1% | +8.6% | +3.4% |
| 3M | +13.2% | +1.7% | +11.6% | +12.7% |
| 6M | +11.3% | +53.1% | -41.8% | +3.9% |
| YTD | +31.1% | +59.0% | -27.9% | +21.6% |
| 1Y | +54.3% | +85.3% | -31.0% | +39.6% |
| 3Y | +81.1% | +63.2% | +17.9% | +63.9% |
| 5Y | +82.7% | +146.8% | -64.1% | +50.3% |
| 10Y | +196.5% | +584.3% | -387.8% | +98.2% |
| All | +8,422.4% | +14,439.6% | -6,017.2% | +2,486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling