+219.1%
JNJ vs STLA
-3.1%
+222.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +1.6% |
| 7D | +4.1% | -13.1% | +17.2% | +5.4% |
| 30D | +14.0% | -13.3% | +27.3% | +15.4% |
| 3M | +9.2% | -27.9% | +37.1% | +12.1% |
| 6M | +27.8% | -47.8% | +75.6% | +34.8% |
| YTD | +39.2% | -64.6% | +103.8% | +51.5% |
| 1Y | +49.1% | -64.0% | +113.1% | +61.8% |
| 3Y | +109.7% | -76.8% | +186.5% | +135.0% |
| 5Y | +97.6% | -74.2% | +171.7% | +115.1% |
| All | +219.1% | -3.1% | +222.2% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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