+208.3%
JNJ vs STM
+431.2%
-222.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +5.5% | -7.9% | +13.4% | +5.9% |
| 30D | +7.4% | -14.1% | +21.5% | +8.2% |
| 3M | +7.8% | -17.6% | +25.4% | +8.7% |
| 6M | +28.2% | -24.2% | +52.5% | +28.6% |
| YTD | +37.9% | +73.3% | -35.5% | +28.8% |
| 1Y | +52.4% | +90.1% | -37.7% | +41.2% |
| 3Y | +107.7% | +10.3% | +97.3% | +98.3% |
| 5Y | +96.5% | -5.7% | +102.3% | +87.5% |
| 10Y | +208.3% | +444.1% | -235.8% | +171.5% |
| All | +208.3% | +431.2% | -222.9% | +171.5% |
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