+77.8%
JNJ vs NVD
-99.2%
+177.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -0.8% | -7.7% | +6.9% | -0.4% |
| 30D | +4.3% | -5.8% | +10.1% | +4.5% |
| 3M | +16.5% | -23.2% | +39.7% | +17.7% |
| 6M | +13.1% | -49.7% | +62.9% | +16.1% |
| YTD | +32.1% | -47.7% | +79.8% | +35.0% |
| 1Y | +54.5% | -61.3% | +115.8% | +59.6% |
| 3Y | +82.5% | -99.2% | +181.7% | +98.1% |
| All | +77.8% | -99.2% | +177.0% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling