+207.8%
JNJ vs QLD
+1,470.2%
-1,262.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +1.4% |
| 7D | +4.3% | -1.4% | +5.7% | +4.3% |
| 30D | +7.9% | -19.6% | +27.5% | +10.3% |
| 3M | +9.4% | -14.1% | +23.5% | +10.9% |
| 6M | +28.8% | -13.6% | +42.5% | +29.7% |
| YTD | +38.5% | +12.5% | +26.0% | +34.3% |
| 1Y | +54.6% | +13.1% | +41.5% | +49.6% |
| 3Y | +108.4% | +154.7% | -46.3% | +72.2% |
| 5Y | +99.6% | +81.1% | +18.5% | +69.1% |
| 10Y | +207.8% | +1,418.0% | -1,210.2% | +52.4% |
| All | +207.8% | +1,470.2% | -1,262.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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