+112.2%
JNJ vs QS
-47.4%
+159.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.3% | -5.0% | +0.6% | -4.4% |
| 30D | +3.0% | -18.3% | +21.3% | +3.0% |
| 3M | +12.2% | -26.0% | +38.2% | +12.2% |
| 6M | +10.5% | -24.0% | +34.5% | +10.4% |
| YTD | +30.8% | -50.3% | +81.1% | +30.7% |
| 1Y | +54.9% | -38.0% | +92.9% | +54.7% |
| 3Y | +80.7% | -24.6% | +105.3% | +80.1% |
| 5Y | +83.4% | -75.4% | +158.9% | +82.6% |
| All | +112.2% | -47.4% | +159.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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