+2,770.9%
AVGO vs JNJ
+196.0%
+2,575.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.1% | -3.5% | +4.6% | +1.8% |
| 30D | -13.0% | +2.3% | -15.3% | -13.5% |
| 3M | -6.0% | +12.0% | -18.0% | -8.8% |
| 6M | +6.4% | +10.5% | -4.1% | +3.4% |
| YTD | +5.0% | +30.4% | -25.4% | -2.7% |
| 1Y | +1.4% | +52.1% | -50.7% | -10.2% |
| 3Y | +336.8% | +77.8% | +259.0% | +259.0% |
| 5Y | +698.2% | +82.9% | +615.3% | +537.1% |
| All | +2,770.9% | +196.0% | +2,575.0% | +1,760.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling