+167.2%
JNJ vs NVT
+712.1%
-544.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -3.0% | +7.0% | -10.0% | -3.4% |
| 30D | +2.5% | -2.3% | +4.9% | +2.6% |
| 3M | +13.2% | -3.1% | +16.3% | +13.0% |
| 6M | +11.3% | +47.0% | -35.8% | +6.7% |
| YTD | +31.1% | +56.2% | -25.1% | +24.8% |
| 1Y | +54.3% | +74.5% | -20.2% | +44.9% |
| 3Y | +81.1% | +184.0% | -102.9% | +55.8% |
| 5Y | +82.7% | +410.8% | -328.0% | +39.4% |
| All | +167.2% | +712.1% | -544.9% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling