+448.2%
NFLX vs JNJ
+216.3%
+231.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | -2.0% | +3.5% | -5.4% | -3.0% |
| 30D | -11.9% | +12.5% | -24.5% | -15.0% |
| 3M | -20.6% | +9.6% | -30.1% | -22.8% |
| 6M | -29.0% | +25.3% | -54.4% | -33.7% |
| YTD | -33.7% | +40.3% | -74.0% | -40.1% |
| 1Y | -46.2% | +49.6% | -95.8% | -52.3% |
| 3Y | +39.8% | +110.8% | -71.0% | +8.4% |
| 5Y | -9.0% | +99.1% | -108.1% | -28.4% |
| All | +448.2% | +216.3% | +231.9% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling