+50,186.6%
QCOM vs JNJ
+4,767.9%
+45,418.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.6% |
| 7D | +3.3% | +2.7% | +0.6% | +2.2% |
| 30D | +7.7% | +7.4% | +0.3% | +4.5% |
| 3M | -30.1% | +21.2% | -51.3% | -36.0% |
| 6M | +22.8% | +13.4% | +9.4% | +15.3% |
| YTD | +0.2% | +35.1% | -34.9% | -12.9% |
| 1Y | +7.9% | +57.4% | -49.6% | -12.2% |
| 3Y | +55.8% | +86.8% | -30.9% | +15.6% |
| 5Y | +30.1% | +80.8% | -50.7% | -3.4% |
| 10Y | +248.9% | +202.7% | +46.1% | +104.8% |
| All | +50,186.6% | +4,767.9% | +45,418.8% | +17,126.2% |
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