+65.4%
JNJ vs NVDL
+2,480.8%
-2,415.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.5% |
| 7D | -4.3% | -8.7% | +4.3% | -4.7% |
| 30D | +3.0% | -1.3% | +4.3% | +3.1% |
| 3M | +12.2% | +11.4% | +0.9% | +13.3% |
| 6M | +10.5% | +22.9% | -12.4% | +12.3% |
| YTD | +30.8% | +15.4% | +15.4% | +32.9% |
| 1Y | +54.9% | +18.8% | +36.2% | +58.2% |
| 3Y | +80.7% | +641.4% | -560.7% | +98.4% |
| All | +65.4% | +2,480.8% | -2,415.3% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling