+109.1%
JNJ vs NXT
+171.4%
-62.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.1% | +1.0% |
| 7D | +4.1% | -6.0% | +10.1% | +4.0% |
| 30D | +14.0% | +5.4% | +8.6% | +14.3% |
| 3M | +9.2% | -9.7% | +18.9% | +9.3% |
| 6M | +27.8% | -25.3% | +53.1% | +27.7% |
| YTD | +39.2% | +7.5% | +31.8% | +39.1% |
| 1Y | +49.1% | -3.0% | +52.1% | +49.0% |
| All | +109.1% | +171.4% | -62.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling