+2.0%
QCOM vs JNJ
+55.1%
-53.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +4.5% |
| 7D | +5.8% | +4.3% | +1.5% | +7.3% |
| 30D | -2.3% | +7.9% | -10.2% | +1.3% |
| 3M | +2.7% | +9.4% | -6.7% | +7.6% |
| 6M | -21.0% | +28.8% | -49.9% | -7.9% |
| YTD | +1.8% | +38.5% | -36.7% | +21.0% |
| All | +2.0% | +55.1% | -53.1% | +23.3% |
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 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