+83.2%
JNJ vs NXT
+173.5%
-90.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -3.5% | -1.9% | -1.6% | -3.5% |
| 30D | +2.3% | -20.0% | +22.4% | +2.1% |
| 3M | +12.0% | -30.7% | +42.7% | +11.6% |
| 6M | +10.5% | -29.0% | +39.4% | +10.0% |
| YTD | +30.4% | -4.8% | +35.2% | +29.9% |
| 1Y | +52.1% | +22.8% | +29.3% | +51.5% |
| 3Y | +77.8% | +93.9% | -16.1% | +76.0% |
| All | +83.2% | +173.5% | -90.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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