+51.2%
JNJ vs NVD
-27.4%
+78.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +3.4% |
| 7D | +1.9% | +15.0% | -13.0% | +1.0% |
| 30D | +9.2% | +39.3% | -30.0% | +7.0% |
| 3M | +8.9% | +3.1% | +5.8% | +8.2% |
| 6M | +24.6% | -19.0% | +43.5% | +24.9% |
| YTD | +35.7% | -35.5% | +71.2% | +35.8% |
| 1Y | +51.2% | -30.2% | +81.4% | +52.0% |
| All | +51.2% | -27.4% | +78.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling