+98.3%
JNJ vs QLD
+140.3%
-42.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.6% |
| 7D | +1.1% | -10.3% | +11.4% | +0.4% |
| 30D | +6.9% | -26.1% | +32.9% | +4.6% |
| 3M | +8.0% | -17.8% | +25.8% | +6.6% |
| 6M | +24.3% | -15.6% | +39.8% | +23.1% |
| YTD | +35.6% | +5.4% | +30.2% | +35.7% |
| 1Y | +51.1% | +5.2% | +45.8% | +51.2% |
| 3Y | +98.3% | +139.4% | -41.2% | +100.0% |
| All | +98.3% | +140.3% | -42.0% | +100.0% |
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