+77.8%
JNJ vs NVMI
+207.9%
-130.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.2% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +2.3% | -8.4% | +10.7% | +1.8% |
| 3M | +12.0% | -33.6% | +45.5% | +9.8% |
| 6M | +10.5% | -14.7% | +25.1% | +9.9% |
| YTD | +30.4% | +13.2% | +17.2% | +32.1% |
| 1Y | +52.1% | +29.0% | +23.1% | +55.6% |
| 3Y | +77.8% | +215.0% | -137.2% | +83.0% |
| All | +77.8% | +207.9% | -130.1% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling