+111.7%
JNJ vs QQQM
+149.8%
-38.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.3% | -1.3% | -3.1% | -4.3% |
| 30D | +3.0% | -1.4% | +4.4% | +3.1% |
| 3M | +12.2% | +2.2% | +10.1% | +12.0% |
| 6M | +10.5% | +16.9% | -6.4% | +9.2% |
| YTD | +30.8% | +15.7% | +15.1% | +29.3% |
| 1Y | +54.9% | +22.7% | +32.3% | +52.5% |
| 3Y | +80.7% | +93.9% | -13.3% | +67.3% |
| 5Y | +83.4% | +94.6% | -11.1% | +66.2% |
| All | +111.7% | +149.8% | -38.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 all: compounded portfolio wealth divided by compounded QQQM 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…
all analysis · Full analysis span regression · 6 months rolling