+719.0%
JNJ vs QID
-100.0%
+819.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.6% |
| 30D | +7.4% | 0.0% | +7.4% | +7.4% |
| 3M | +21.2% | +3.7% | +17.5% | +22.2% |
| 6M | +13.4% | -29.9% | +43.3% | +6.9% |
| YTD | +35.1% | -28.8% | +63.9% | +27.8% |
| 1Y | +57.4% | -37.2% | +94.6% | +45.8% |
| 3Y | +86.8% | -73.7% | +160.5% | +49.6% |
| 5Y | +80.8% | -80.7% | +161.5% | +44.0% |
| 10Y | +202.7% | -99.1% | +301.9% | +33.1% |
| All | +719.0% | -100.0% | +819.0% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling