+192.5%
JNJ vs NVMI
+3,158.6%
-2,966.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +2.3% | -8.4% | +10.7% | +2.5% |
| 3M | +12.0% | -33.6% | +45.5% | +13.1% |
| 6M | +10.5% | -14.7% | +25.1% | +10.3% |
| YTD | +30.4% | +13.2% | +17.2% | +28.5% |
| 1Y | +52.1% | +29.0% | +23.1% | +48.7% |
| 3Y | +77.8% | +215.0% | -137.2% | +59.0% |
| 5Y | +82.9% | +268.6% | -185.7% | +57.1% |
| All | +192.5% | +3,158.6% | -2,966.1% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling