+82.7%
JNJ vs STLA
-63.2%
+145.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -3.0% | +0.4% | -3.3% | -3.0% |
| 30D | +2.5% | -5.2% | +7.7% | +2.7% |
| 3M | +13.2% | -24.9% | +38.1% | +14.5% |
| 6M | +11.3% | -25.2% | +36.5% | +12.5% |
| YTD | +31.1% | -51.4% | +82.6% | +35.1% |
| 1Y | +54.3% | -40.7% | +95.0% | +56.5% |
| 3Y | +81.1% | -66.3% | +147.4% | +89.5% |
| 5Y | +82.7% | -63.2% | +146.0% | +88.3% |
| All | +82.7% | -63.2% | +145.9% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling