+57.4%
JNJ vs NVT
+73.8%
-16.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.9% |
| 7D | +2.7% | +5.1% | -2.4% | +3.3% |
| 30D | +7.4% | -3.7% | +11.1% | +7.0% |
| 3M | +21.2% | -10.1% | +31.4% | +20.8% |
| 6M | +13.4% | +37.5% | -24.1% | +14.3% |
| YTD | +35.1% | +53.7% | -18.6% | +37.5% |
| 1Y | +57.4% | +70.9% | -13.4% | +63.1% |
| All | +57.4% | +73.8% | -16.4% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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