+95.7%
QQQ vs JNJ
+81.9%
+13.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | -3.5% | +2.9% | -0.5% |
| 30D | -1.2% | +2.3% | -3.5% | -1.3% |
| 3M | -0.2% | +12.0% | -12.2% | -0.8% |
| 6M | +17.9% | +10.5% | +7.4% | +17.4% |
| YTD | +16.6% | +30.4% | -13.7% | +14.3% |
| 1Y | +23.0% | +52.1% | -29.2% | +18.5% |
| 3Y | +92.9% | +77.8% | +15.1% | +81.8% |
| All | +95.7% | +81.9% | +13.9% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling