+91.3%
QQQ vs JNJ
+80.1%
+11.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -1.3% | -4.3% | +3.1% | -2.0% |
| 30D | -1.4% | +3.0% | -4.4% | -0.8% |
| 3M | +2.3% | +12.2% | -10.0% | +4.4% |
| 6M | +16.9% | +10.5% | +6.4% | +19.2% |
| YTD | +15.6% | +30.8% | -15.1% | +20.3% |
| 1Y | +22.6% | +54.9% | -32.3% | +30.1% |
| All | +91.3% | +80.1% | +11.2% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling