+10.9%
QCOM vs JNJ
+55.2%
-44.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +1.9% |
| 7D | +5.1% | -0.8% | +5.8% | +4.6% |
| 30D | +4.3% | +4.3% | 0.0% | +7.0% |
| 3M | -19.6% | +16.5% | -36.1% | -10.8% |
| 6M | +29.5% | +13.1% | +16.3% | +43.5% |
| YTD | +3.4% | +32.1% | -28.8% | +19.0% |
| 1Y | +10.9% | +54.5% | -43.6% | +32.5% |
| All | +10.9% | +55.2% | -44.3% | +32.5% |
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 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