+84.2%
JNJ vs NVT
+419.5%
-335.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.1% |
| 7D | -3.5% | +4.1% | -7.6% | -3.4% |
| 30D | +2.3% | -5.1% | +7.4% | +2.2% |
| 3M | +12.0% | -1.2% | +13.2% | +12.1% |
| 6M | +10.5% | +46.6% | -36.1% | +10.9% |
| YTD | +30.4% | +60.0% | -29.6% | +31.0% |
| 1Y | +52.1% | +70.8% | -18.7% | +52.9% |
| 3Y | +77.8% | +187.5% | -109.7% | +73.0% |
| All | +84.2% | +419.5% | -335.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling