+192.5%
JNJ vs QID
-99.2%
+291.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.4% |
| 30D | +2.3% | +2.9% | -0.6% | +2.7% |
| 3M | +12.0% | -0.7% | +12.7% | +12.0% |
| 6M | +10.5% | -29.7% | +40.1% | +5.9% |
| YTD | +30.4% | -27.9% | +58.3% | +25.6% |
| 1Y | +52.1% | -34.6% | +86.7% | +44.8% |
| 3Y | +77.8% | -73.5% | +151.3% | +50.3% |
| 5Y | +82.9% | -81.0% | +163.9% | +54.3% |
| All | +192.5% | -99.2% | +291.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling