+221.6%
JNJ vs STLA
-4.1%
+225.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +3.5% | -13.8% | +17.2% | +4.8% |
| 30D | +12.5% | -10.5% | +23.1% | +13.5% |
| 3M | +9.6% | -28.9% | +38.4% | +12.6% |
| 6M | +25.3% | -49.7% | +75.1% | +32.7% |
| YTD | +40.3% | -64.9% | +105.2% | +52.8% |
| 1Y | +49.6% | -64.0% | +113.7% | +62.4% |
| 3Y | +110.8% | -77.4% | +188.2% | +136.9% |
| 5Y | +99.1% | -74.4% | +173.6% | +116.9% |
| All | +221.6% | -4.1% | +225.7% | +212.3% |
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