+51.2%
JNJ vs NVMI
-11.6%
+62.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.6% |
| 7D | +1.9% | -11.8% | +13.7% | +1.0% |
| 30D | +9.2% | -24.8% | +34.1% | +7.0% |
| 3M | +8.9% | -28.6% | +37.5% | +6.5% |
| 6M | +24.6% | -40.0% | +64.6% | +20.7% |
| YTD | +35.7% | -10.1% | +45.7% | +33.8% |
| 1Y | +51.2% | -9.8% | +61.0% | +49.4% |
| All | +51.2% | -11.6% | +62.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling