+87.0%
JNJ vs NVTS
-20.2%
+107.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +3.0% | -18.0% | +21.0% | +2.9% |
| 3M | +12.2% | -45.6% | +57.8% | +11.9% |
| 6M | +10.5% | +28.5% | -18.0% | +10.7% |
| YTD | +30.8% | +56.2% | -25.4% | +31.2% |
| 1Y | +54.9% | +97.7% | -42.8% | +55.8% |
| 3Y | +80.7% | +35.0% | +45.7% | +82.9% |
| All | +87.0% | -20.2% | +107.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling