+281.8%
QCOM vs JNJ
+194.5%
+87.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +4.4% | -3.0% | +7.3% | +5.3% |
| 30D | +9.4% | +2.5% | +6.9% | +8.3% |
| 3M | -13.7% | +13.2% | -26.9% | -17.8% |
| 6M | +28.9% | +11.3% | +17.6% | +23.2% |
| YTD | +4.7% | +31.1% | -26.4% | -6.4% |
| 1Y | +13.5% | +54.3% | -40.8% | -5.3% |
| 3Y | +77.1% | +81.1% | -4.1% | +35.3% |
| 5Y | +38.9% | +82.7% | -43.8% | +3.5% |
| 10Y | +281.8% | +196.5% | +85.3% | +117.3% |
| All | +281.8% | +194.5% | +87.3% | +117.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling