+86.5%
JNJ vs NVTS
-16.8%
+103.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.3% |
| 7D | -3.5% | -1.4% | -2.1% | -3.5% |
| 30D | +2.3% | -16.5% | +18.8% | +2.2% |
| 3M | +12.0% | -47.6% | +59.6% | +11.6% |
| 6M | +10.5% | +7.3% | +3.2% | +10.6% |
| YTD | +30.4% | +62.9% | -32.5% | +30.9% |
| 1Y | +52.1% | +91.3% | -39.1% | +53.0% |
| 3Y | +77.8% | +43.4% | +34.4% | +80.1% |
| All | +86.5% | -16.8% | +103.3% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling