+88.9%
JNJ vs NVTS
-14.2%
+103.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | -0.8% | +9.7% | -10.5% | -0.7% |
| 30D | +4.3% | -13.6% | +17.9% | +4.2% |
| 3M | +16.5% | -51.0% | +67.5% | +16.1% |
| 6M | +13.1% | +46.3% | -33.2% | +13.5% |
| YTD | +32.1% | +68.1% | -35.9% | +32.7% |
| 1Y | +54.5% | +113.9% | -59.4% | +55.5% |
| 3Y | +82.5% | +45.3% | +37.3% | +85.0% |
| All | +88.9% | -14.2% | +103.1% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling