+2.3%
QCOM vs JNJ
+51.2%
-48.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.5% | +7.1% |
| 7D | -5.3% | +1.9% | -7.3% | -4.7% |
| 30D | -4.2% | +9.2% | -13.5% | +0.6% |
| 3M | +7.0% | +8.9% | -1.9% | +12.7% |
| 6M | +3.8% | +24.6% | -20.8% | +20.2% |
| YTD | +2.8% | +35.7% | -32.8% | +22.3% |
| 1Y | +2.3% | +51.2% | -48.9% | +27.4% |
| All | +2.3% | +51.2% | -48.9% | +27.4% |
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 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