+78.3%
JNJ vs NVD
-99.1%
+177.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -0.5% |
| 7D | -4.3% | +9.0% | -13.4% | -4.8% |
| 30D | +3.0% | -5.5% | +8.5% | +3.2% |
| 3M | +12.2% | -24.6% | +36.9% | +13.4% |
| 6M | +10.5% | -42.1% | +52.5% | +12.6% |
| YTD | +30.8% | -44.3% | +75.1% | +33.2% |
| 1Y | +54.9% | -54.2% | +109.1% | +58.7% |
| All | +78.3% | -99.1% | +177.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling