+97.7%
JNJ vs STLA
-72.6%
+170.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | 0.0% |
| 7D | +1.5% | -11.6% | +13.1% | +2.0% |
| 30D | +6.3% | -6.2% | +12.5% | +6.6% |
| 3M | +8.5% | -24.6% | +33.1% | +9.6% |
| 6M | +28.0% | -44.9% | +72.9% | +31.0% |
| YTD | +37.7% | -62.3% | +99.9% | +43.1% |
| 1Y | +47.9% | -61.8% | +109.7% | +53.5% |
| 3Y | +107.4% | -75.3% | +182.7% | +120.0% |
| 5Y | +97.7% | -72.5% | +170.3% | +108.6% |
| All | +97.7% | -72.6% | +170.3% | +108.6% |
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 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