-94.8%
SQQQ vs JNJ
+81.9%
-176.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +1.8% | -3.5% | +5.3% | +1.6% |
| 30D | +4.2% | +2.3% | +1.8% | +4.3% |
| 3M | -3.3% | +12.0% | -15.3% | -2.1% |
| 6M | -43.6% | +10.5% | -54.1% | -43.3% |
| YTD | -41.9% | +30.4% | -72.3% | -38.7% |
| 1Y | -50.6% | +52.1% | -102.8% | -45.4% |
| 3Y | -89.3% | +77.8% | -167.1% | -87.7% |
| All | -94.8% | +81.9% | -176.7% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling