+656.6%
JNJ vs STLA
+263.8%
+392.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | +2.6% | +0.1% | +2.5% |
| 30D | +7.4% | -1.2% | +8.6% | +7.4% |
| 3M | +21.2% | -24.8% | +46.0% | +23.5% |
| 6M | +13.4% | -25.6% | +39.0% | +15.5% |
| YTD | +35.1% | -48.9% | +84.1% | +41.0% |
| 1Y | +57.4% | -38.8% | +96.2% | +61.4% |
| 3Y | +86.8% | -64.5% | +151.3% | +97.8% |
| 5Y | +80.8% | -62.4% | +143.2% | +88.3% |
| 10Y | +202.7% | +55.4% | +147.4% | +179.3% |
| All | +656.6% | +263.8% | +392.8% | +590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling