+110.8%
JNJ vs QID
-71.4%
+182.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | +3.5% | -7.1% | +10.6% | +3.9% |
| 30D | +12.5% | +12.6% | -0.1% | +11.3% |
| 3M | +9.6% | +14.2% | -4.7% | +8.2% |
| 6M | +25.3% | +6.2% | +19.2% | +24.2% |
| YTD | +40.3% | -21.8% | +62.1% | +40.7% |
| 1Y | +49.6% | -23.1% | +72.8% | +50.2% |
| 3Y | +110.8% | -71.3% | +182.1% | +114.2% |
| All | +110.8% | -71.4% | +182.2% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling