+6.8%
NOW vs JNJ
+81.5%
-74.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -3.0% |
| 7D | -2.4% | +2.7% | -5.1% | -2.2% |
| 30D | +20.5% | +7.4% | +13.1% | +21.0% |
| 3M | +18.3% | +21.2% | -2.9% | +20.2% |
| 6M | +24.1% | +13.4% | +10.7% | +26.1% |
| YTD | -7.8% | +35.1% | -42.9% | -6.6% |
| 1Y | -21.4% | +57.4% | -78.8% | -21.0% |
| 3Y | +19.5% | +86.8% | -67.2% | +18.5% |
| All | +6.8% | +81.5% | -74.7% | +13.1% |
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