+43.1%
JNJ vs Q
+75.4%
-32.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.4% |
| 7D | -4.3% | +4.1% | -8.4% | -4.0% |
| 30D | +3.0% | -10.7% | +13.8% | +2.2% |
| 3M | +12.2% | -11.7% | +23.9% | +10.9% |
| 6M | +10.5% | +8.3% | +2.1% | +9.1% |
| YTD | +30.8% | +51.3% | -20.5% | +31.4% |
| All | +43.1% | +75.4% | -32.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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