+196.5%
JNJ vs STM
+656.4%
-460.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -3.0% | +1.7% | -4.6% | -3.1% |
| 30D | +2.5% | -5.2% | +7.7% | +2.8% |
| 3M | +13.2% | -29.6% | +42.9% | +15.3% |
| 6M | +11.3% | +54.4% | -43.1% | +5.8% |
| YTD | +31.1% | +99.5% | -68.4% | +21.7% |
| 1Y | +54.3% | +100.8% | -46.4% | +42.8% |
| 3Y | +81.1% | +20.2% | +61.0% | +72.8% |
| 5Y | +82.7% | +21.1% | +61.6% | +70.4% |
| 10Y | +196.5% | +664.5% | -468.0% | +119.8% |
| All | +196.5% | +656.4% | -460.0% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling