+1,261.0%
JNJ vs NVMI
+1,976.9%
-715.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.0% | +6.9% | -9.9% | -3.1% |
| 30D | +2.5% | -2.8% | +5.4% | +2.5% |
| 3M | +13.2% | -27.3% | +40.6% | +13.8% |
| 6M | +11.3% | -13.7% | +24.9% | +11.3% |
| YTD | +31.1% | +13.8% | +17.3% | +30.2% |
| 1Y | +54.3% | +34.9% | +19.5% | +52.4% |
| 3Y | +81.1% | +213.5% | -132.4% | +73.3% |
| 5Y | +82.7% | +272.5% | -189.7% | +73.0% |
| 10Y | +196.5% | +3,142.4% | -2,945.9% | +163.9% |
| All | +1,261.0% | +1,976.9% | -715.9% | +1,066.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling