-100.0%
SQQQ vs JNJ
+589.6%
-689.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -3.0% |
| 7D | +1.8% | -3.5% | +5.3% | -2.9% |
| 30D | +4.2% | +2.3% | +1.8% | +7.0% |
| 3M | -3.3% | +12.0% | -15.3% | +9.2% |
| 6M | -43.6% | +10.5% | -54.1% | -38.1% |
| YTD | -41.9% | +30.4% | -72.3% | -19.1% |
| 1Y | -50.6% | +52.1% | -102.8% | -14.2% |
| 3Y | -89.3% | +77.8% | -167.1% | -77.9% |
| 5Y | -94.8% | +82.9% | -177.7% | -87.9% |
| 10Y | -100.0% | +194.8% | -294.8% | -99.7% |
| All | -100.0% | +589.6% | -689.6% | -99.9% |
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