+49,194.2%
QCOM vs JNJ
+4,785.4%
+44,408.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -6.6% | +6.9% | -13.5% | -9.2% |
| 3M | +3.7% | +8.0% | -4.3% | +0.2% |
| 6M | -13.3% | +24.3% | -37.6% | -21.8% |
| YTD | -1.8% | +35.6% | -37.4% | -14.9% |
| 1Y | -2.5% | +51.1% | -53.6% | -19.3% |
| 3Y | +47.0% | +98.3% | -51.3% | +6.1% |
| 5Y | +13.1% | +94.3% | -81.2% | -18.8% |
| 10Y | +224.7% | +214.9% | +9.7% | +87.2% |
| All | +49,194.2% | +4,785.4% | +44,408.9% | +16,726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling