+106.8%
JNJ vs QLD
+154.4%
-47.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | +0.2% |
| 7D | +1.5% | -1.2% | +2.7% | +1.4% |
| 30D | +6.3% | -15.7% | +22.0% | +5.0% |
| 3M | +8.5% | -10.0% | +18.5% | +7.7% |
| 6M | +28.0% | -11.2% | +39.2% | +27.3% |
| YTD | +37.7% | +16.4% | +21.3% | +38.8% |
| 1Y | +47.9% | +12.7% | +35.3% | +48.9% |
| All | +106.8% | +154.4% | -47.5% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling