+192.5%
JNJ vs QSR
+135.2%
+57.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -4.0% | +0.5% | -2.9% |
| 30D | +2.3% | +2.8% | -0.4% | +1.8% |
| 3M | +12.0% | +5.1% | +6.9% | +11.0% |
| 6M | +10.5% | +8.8% | +1.7% | +8.8% |
| YTD | +30.4% | +14.8% | +15.6% | +27.1% |
| 1Y | +52.1% | +25.7% | +26.4% | +45.9% |
| 3Y | +77.8% | +27.5% | +50.3% | +68.8% |
| 5Y | +82.9% | +41.3% | +41.6% | +69.4% |
| All | +192.5% | +135.2% | +57.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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