+54.9%
JNJ vs STLA
-40.1%
+95.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.3% | -3.8% | -0.5% | -4.4% |
| 30D | +3.0% | -3.1% | +6.1% | +3.0% |
| 3M | +12.2% | -19.6% | +31.9% | +11.8% |
| 6M | +10.5% | -23.5% | +33.9% | +10.2% |
| YTD | +30.8% | -51.5% | +82.3% | +29.1% |
| 1Y | +54.9% | -39.7% | +94.6% | +52.1% |
| All | +54.9% | -40.1% | +95.0% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling