+65.0%
JNJ vs NVDL
+2,476.2%
-2,411.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -10.3% | +6.8% | -4.0% |
| 30D | +2.3% | -7.1% | +9.4% | +2.1% |
| 3M | +12.0% | +6.6% | +5.4% | +12.8% |
| 6M | +10.5% | +21.1% | -10.6% | +12.2% |
| YTD | +30.4% | +15.2% | +15.2% | +32.5% |
| 1Y | +52.1% | +18.8% | +33.3% | +55.3% |
| 3Y | +77.8% | +649.9% | -572.1% | +95.3% |
| All | +65.0% | +2,476.2% | -2,411.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling