+84.2%
JNJ vs NXT
+171.8%
-87.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | -3.0% | -0.2% | -2.7% | -3.0% |
| 30D | +2.5% | -20.0% | +22.5% | +2.3% |
| 3M | +13.2% | -30.9% | +44.2% | +12.9% |
| 6M | +11.3% | -23.8% | +35.1% | +10.8% |
| YTD | +31.1% | -5.4% | +36.6% | +30.6% |
| 1Y | +54.3% | +28.0% | +26.3% | +53.7% |
| 3Y | +81.1% | +93.3% | -12.2% | +79.3% |
| All | +84.2% | +171.8% | -87.6% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling