+57.4%
JNJ vs STM
+107.3%
-49.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | +2.7% | +5.8% | -3.1% | +3.0% |
| 30D | +7.4% | -1.0% | +8.4% | +7.3% |
| 3M | +21.2% | -33.3% | +54.5% | +20.1% |
| 6M | +13.4% | +57.4% | -44.0% | +10.8% |
| YTD | +35.1% | +102.2% | -67.1% | +32.3% |
| 1Y | +57.4% | +99.6% | -42.2% | +56.4% |
| All | +57.4% | +107.3% | -49.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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