+39.8%
NFLX vs JNJ
+111.3%
-71.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.8% |
| 7D | -2.0% | +3.5% | -5.4% | -1.9% |
| 30D | -11.9% | +12.5% | -24.5% | -11.6% |
| 3M | -20.6% | +9.6% | -30.1% | -20.3% |
| 6M | -29.0% | +25.3% | -54.4% | -27.3% |
| YTD | -33.7% | +40.3% | -74.0% | -30.2% |
| 1Y | -46.2% | +49.6% | -95.8% | -42.5% |
| 3Y | +39.8% | +110.8% | -71.0% | +62.9% |
| All | +39.8% | +111.3% | -71.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling