+31,416.6%
AVGO vs JNJ
+649.5%
+30,767.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -3.0% | +2.7% | -5.6% | -4.0% |
| 30D | -14.4% | +7.4% | -21.8% | -16.9% |
| 3M | -14.4% | +21.2% | -35.6% | -21.8% |
| 6M | +13.1% | +13.4% | -0.3% | +6.0% |
| YTD | +3.8% | +35.1% | -31.3% | -10.3% |
| 1Y | +17.8% | +57.4% | -39.7% | -5.5% |
| 3Y | +325.3% | +86.8% | +238.5% | +200.2% |
| 5Y | +689.9% | +80.8% | +609.1% | +459.0% |
| 10Y | +2,597.0% | +202.7% | +2,394.3% | +1,141.7% |
| All | +31,416.6% | +649.5% | +30,767.1% | +6,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling