+84.2%
JNJ vs QSR
+40.5%
+43.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +12.0% | +5.1% | +6.9% | +11.1% |
| 6M | +10.5% | +8.8% | +1.7% | +9.0% |
| YTD | +30.4% | +14.8% | +15.6% | +27.6% |
| 1Y | +52.1% | +25.7% | +26.4% | +46.7% |
| 3Y | +77.8% | +27.5% | +50.3% | +69.8% |
| All | +84.2% | +40.5% | +43.7% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling