+8,374.5%
JNJ vs NYT
+758.3%
+7,616.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +2.3% | +4.6% | -2.3% | +1.8% |
| 3M | +12.0% | -9.6% | +21.6% | +13.1% |
| 6M | +10.5% | -14.0% | +24.5% | +12.1% |
| YTD | +30.4% | -2.8% | +33.2% | +30.2% |
| 1Y | +52.1% | +15.6% | +36.5% | +48.7% |
| 3Y | +77.8% | +56.3% | +21.5% | +66.1% |
| 5Y | +82.9% | +39.5% | +43.4% | +70.7% |
| 10Y | +194.8% | +488.0% | -293.2% | +122.8% |
| All | +8,374.5% | +758.3% | +7,616.2% | +4,921.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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