+339.7%
AVGO vs JNJ
+80.6%
+259.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.6% |
| 7D | -0.8% | -3.0% | +2.2% | -2.7% |
| 30D | -13.7% | +2.5% | -16.3% | -12.1% |
| 3M | -6.9% | +13.2% | -20.2% | +2.0% |
| 6M | +5.8% | +11.3% | -5.5% | +15.6% |
| YTD | +5.7% | +31.1% | -25.5% | +27.5% |
| 1Y | +9.0% | +54.3% | -45.3% | +46.4% |
| All | +339.7% | +80.6% | +259.1% | +624.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling