+695.6%
AVGO vs JNJ
+81.7%
+613.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | +1.0% | -4.3% | +5.4% | -0.3% |
| 30D | -13.3% | +3.0% | -16.3% | -12.5% |
| 3M | -2.9% | +12.2% | -15.1% | +0.6% |
| 6M | +5.7% | +10.5% | -4.7% | +9.7% |
| YTD | +4.6% | +30.8% | -26.1% | +12.0% |
| 1Y | -1.6% | +54.9% | -56.6% | +8.6% |
| 3Y | +336.2% | +80.7% | +255.6% | +399.2% |
| 5Y | +695.6% | +83.4% | +612.2% | +815.4% |
| All | +695.6% | +81.7% | +613.9% | +815.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling