+57.4%
JNJ vs NVD
-61.9%
+119.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.1% |
| 7D | +2.7% | -11.1% | +13.8% | +3.4% |
| 30D | +7.4% | -13.3% | +20.6% | +8.1% |
| 3M | +21.2% | -19.8% | +41.0% | +22.7% |
| 6M | +13.4% | -48.8% | +62.2% | +16.0% |
| YTD | +35.1% | -49.7% | +84.8% | +38.0% |
| 1Y | +57.4% | -61.4% | +118.8% | +62.7% |
| All | +57.4% | -61.9% | +119.3% | +62.7% |
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