+558.6%
QQQ vs JNJ
+196.0%
+362.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -3.5% | +2.9% | +0.6% |
| 30D | -1.2% | +2.3% | -3.5% | -2.1% |
| 3M | -0.2% | +12.0% | -12.2% | -4.7% |
| 6M | +17.9% | +10.5% | +7.4% | +13.0% |
| YTD | +16.6% | +30.4% | -13.7% | +4.6% |
| 1Y | +23.0% | +52.1% | -29.2% | +3.5% |
| 3Y | +92.9% | +77.8% | +15.1% | +49.2% |
| 5Y | +95.6% | +82.9% | +12.7% | +47.2% |
| All | +558.6% | +196.0% | +362.6% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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