+95.0%
JNJ vs QLD
+66.7%
+28.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.4% |
| 7D | +1.1% | -10.3% | +11.4% | +1.1% |
| 30D | +6.9% | -26.1% | +32.9% | +7.0% |
| 3M | +8.0% | -17.8% | +25.8% | +8.0% |
| 6M | +24.3% | -15.6% | +39.8% | +24.1% |
| YTD | +35.6% | +5.4% | +30.2% | +34.6% |
| 1Y | +51.1% | +5.2% | +45.8% | +49.9% |
| 3Y | +98.3% | +139.4% | -41.2% | +86.8% |
| All | +95.0% | +66.7% | +28.3% | +78.2% |
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