+114.4%
JNJ vs QS
-43.2%
+157.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.2% |
| 7D | -0.8% | +2.2% | -3.0% | -0.8% |
| 30D | +4.3% | -8.1% | +12.4% | +4.3% |
| 3M | +16.5% | -27.0% | +43.5% | +16.5% |
| 6M | +13.1% | -16.4% | +29.6% | +13.1% |
| YTD | +32.1% | -46.4% | +78.5% | +32.1% |
| 1Y | +54.5% | -41.1% | +95.6% | +54.3% |
| 3Y | +82.5% | -18.6% | +101.2% | +82.0% |
| 5Y | +80.0% | -73.0% | +153.1% | +79.2% |
| All | +114.4% | -43.2% | +157.7% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling