-16.5%
AVGO vs JNJ
+27.9%
-44.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.5% | -4.2% |
| 7D | +18.2% | +3.5% | +14.7% | +20.7% |
| 30D | +0.2% | +12.5% | -12.3% | +10.0% |
| 3M | -16.8% | +9.6% | -26.4% | -10.0% |
| 6M | -16.5% | +25.3% | -41.8% | +16.8% |
| All | -16.5% | +27.9% | -44.4% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling