+83.7%
JNJ vs QLD
+121.5%
-37.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.7% |
| 30D | +7.4% | -0.1% | +7.5% | +7.4% |
| 3M | +21.2% | -8.4% | +29.6% | +21.4% |
| 6M | +13.4% | +32.2% | -18.8% | +12.4% |
| YTD | +35.1% | +28.9% | +6.2% | +34.0% |
| 1Y | +57.4% | +43.8% | +13.6% | +55.5% |
| 3Y | +86.8% | +176.6% | -89.8% | +76.0% |
| All | +83.7% | +121.5% | -37.9% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling