+51.2%
JNJ vs NVTS
-9.1%
+60.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +4.1% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +9.2% | -24.4% | +33.6% | +8.4% |
| 3M | +8.9% | -26.5% | +35.4% | +8.1% |
| 6M | +24.6% | -41.4% | +66.0% | +23.2% |
| YTD | +35.7% | +30.7% | +5.0% | +35.3% |
| 1Y | +51.2% | -10.8% | +62.0% | +50.9% |
| All | +51.2% | -9.1% | +60.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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