+27.0%
NFLX vs JNJ
+82.2%
-55.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -8.1% | -3.0% | -5.1% | -7.8% |
| 30D | -0.3% | +2.5% | -2.9% | -0.5% |
| 3M | -6.6% | +13.2% | -19.9% | -7.2% |
| 6M | -22.7% | +11.3% | -33.9% | -23.2% |
| YTD | -18.9% | +31.1% | -50.0% | -19.8% |
| 1Y | -39.8% | +54.3% | -94.1% | -41.0% |
| 3Y | +71.7% | +81.1% | -9.4% | +66.2% |
| All | +27.0% | +82.2% | -55.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling