+51.2%
JNJ vs STM
+92.4%
-41.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.1% | +9.9% | +3.4% |
| 7D | +1.9% | -6.0% | +8.0% | +1.6% |
| 30D | +9.2% | -20.9% | +30.2% | +7.8% |
| 3M | +8.9% | -15.8% | +24.7% | +8.0% |
| 6M | +24.6% | -17.0% | +41.6% | +20.9% |
| YTD | +35.7% | +76.8% | -41.1% | +30.9% |
| 1Y | +51.2% | +96.5% | -45.3% | +47.4% |
| All | +51.2% | +92.4% | -41.2% | +47.4% |
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