+1.4%
AVGO vs JNJ
+54.5%
-53.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.1% |
| 7D | +1.1% | -3.5% | +4.6% | -1.1% |
| 30D | -13.0% | +2.3% | -15.3% | -11.6% |
| 3M | -6.0% | +12.0% | -18.0% | +1.6% |
| 6M | +6.4% | +10.5% | -4.1% | +16.7% |
| YTD | +5.0% | +30.4% | -25.4% | +17.4% |
| 1Y | +1.4% | +52.1% | -50.7% | +14.1% |
| All | +1.4% | +54.5% | -53.1% | +14.1% |
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 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