-35.7%
NFLX vs JNJ
+54.5%
-90.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | +4.3% | +2.3% | +2.0% | +4.0% |
| 3M | -4.8% | +12.0% | -16.7% | -5.7% |
| 6M | -18.4% | +10.5% | -28.9% | -19.9% |
| YTD | -17.4% | +30.4% | -47.8% | -17.6% |
| 1Y | -35.7% | +52.1% | -87.8% | -37.0% |
| All | -35.7% | +54.5% | -90.2% | -37.0% |
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