+276.8%
QCOM vs JNJ
+196.7%
+80.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +3.9% |
| 7D | +5.1% | -0.8% | +5.8% | +5.3% |
| 30D | +4.3% | +4.3% | 0.0% | +2.7% |
| 3M | -19.6% | +16.5% | -36.1% | -24.3% |
| 6M | +29.5% | +13.1% | +16.3% | +23.0% |
| YTD | +3.4% | +32.1% | -28.8% | -7.9% |
| 1Y | +10.9% | +54.5% | -43.6% | -7.5% |
| 3Y | +74.8% | +82.5% | -7.8% | +33.2% |
| 5Y | +36.2% | +80.0% | -43.8% | +2.7% |
| All | +276.8% | +196.7% | +80.0% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling