-6.8%
AVGO vs JNJ
+51.2%
-58.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | +0.2% |
| 7D | -7.5% | +1.9% | -9.4% | -6.3% |
| 30D | -10.2% | +9.2% | -19.5% | -4.8% |
| 3M | -22.0% | +8.9% | -30.9% | -17.2% |
| 6M | -21.6% | +24.6% | -46.2% | -9.7% |
| YTD | -5.4% | +35.7% | -41.1% | +8.6% |
| 1Y | -6.8% | +51.2% | -58.0% | -2.9% |
| All | -6.8% | +51.2% | -58.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling