-26.4%
NOW vs JNJ
+94.0%
-120.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | -3.0% | +1.1% | -4.1% | -2.9% |
| 30D | -26.0% | +6.9% | -32.9% | -25.7% |
| 3M | -13.1% | +8.0% | -21.1% | -12.6% |
| 6M | +14.5% | +24.3% | -9.8% | +16.9% |
| YTD | -33.4% | +35.6% | -69.1% | -32.3% |
| 1Y | -40.6% | +51.1% | -91.7% | -39.9% |
| 3Y | -16.3% | +98.3% | -114.6% | -17.4% |
| All | -26.4% | +94.0% | -120.4% | -22.8% |
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