+78.8%
JNJ vs QID
-73.9%
+152.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -3.0% | -1.9% | -1.0% | -2.8% |
| 30D | +2.5% | +1.7% | +0.8% | +2.4% |
| 3M | +13.2% | -3.9% | +17.2% | +13.4% |
| 6M | +11.3% | -30.0% | +41.3% | +12.5% |
| YTD | +31.1% | -28.2% | +59.4% | +32.4% |
| 1Y | +54.3% | -35.6% | +90.0% | +56.4% |
| All | +78.8% | -73.9% | +152.7% | +75.5% |
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