-39.3%
NFLX vs JNJ
+51.2%
-90.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +3.7% |
| 7D | +7.1% | +1.9% | +5.1% | +6.5% |
| 30D | -1.6% | +9.2% | -10.9% | -3.9% |
| 3M | -9.8% | +8.9% | -18.7% | -11.4% |
| 6M | -27.1% | +24.6% | -51.6% | -29.1% |
| YTD | -29.2% | +35.7% | -64.9% | -29.8% |
| 1Y | -39.3% | +51.2% | -90.5% | -39.0% |
| All | -39.3% | +51.2% | -90.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 1y: compounded portfolio wealth divided by compounded JNJ 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…
1y analysis · Full analysis span regression · 6 months rolling