+83.7%
JNJ vs STLD
+292.4%
-208.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +2.7% | +3.1% | -0.5% | +2.5% |
| 30D | +7.4% | -9.0% | +16.4% | +7.8% |
| 3M | +21.2% | -12.4% | +33.6% | +21.8% |
| 6M | +13.4% | +25.5% | -12.1% | +12.1% |
| YTD | +35.1% | +43.6% | -8.5% | +32.7% |
| 1Y | +57.4% | +87.2% | -29.8% | +52.7% |
| 3Y | +86.8% | +135.2% | -48.5% | +77.7% |
| All | +83.7% | +292.4% | -208.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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