+192.5%
JNJ vs QXO
+34.5%
+158.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -7.8% | +4.3% | -3.5% |
| 30D | +2.3% | -18.1% | +20.4% | +2.4% |
| 3M | +12.0% | -25.8% | +37.7% | +12.1% |
| 6M | +10.5% | -41.7% | +52.2% | +10.7% |
| YTD | +30.4% | -36.2% | +66.6% | +30.6% |
| 1Y | +52.1% | -42.1% | +94.2% | +52.4% |
| 3Y | +77.8% | -46.2% | +124.0% | +74.3% |
| 5Y | +82.9% | -70.7% | +153.6% | +79.9% |
| All | +192.5% | +34.5% | +158.0% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling