+1,988.6%
NOW vs JNJ
+523.6%
+1,465.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | -0.1% |
| 7D | -3.1% | +4.3% | -7.3% | -4.7% |
| 30D | -27.0% | +7.9% | -35.0% | -29.5% |
| 3M | -17.7% | +9.4% | -27.1% | -21.1% |
| 6M | +12.7% | +28.8% | -16.1% | +0.6% |
| YTD | -32.9% | +38.5% | -71.4% | -42.7% |
| 1Y | -40.4% | +54.6% | -95.0% | -51.8% |
| 3Y | -17.1% | +108.4% | -125.5% | -44.0% |
| 5Y | -25.7% | +99.6% | -125.3% | -49.7% |
| 10Y | +504.6% | +207.8% | +296.9% | +193.6% |
| All | +1,988.6% | +523.6% | +1,465.0% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling