+75.5%
JNJ vs NVD
-99.1%
+174.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -3.5% | +10.8% | -14.3% | -4.0% |
| 30D | +2.3% | +0.8% | +1.6% | +2.1% |
| 3M | +12.0% | -20.8% | +32.8% | +12.9% |
| 6M | +10.5% | -41.2% | +51.6% | +12.5% |
| YTD | +30.4% | -44.2% | +74.6% | +32.8% |
| 1Y | +52.1% | -54.2% | +106.3% | +55.9% |
| 3Y | +77.8% | -99.1% | +176.9% | +92.4% |
| All | +75.5% | -99.1% | +174.6% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling