+221.6%
JNJ vs STM
+470.7%
-249.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.5% | +12.0% | -8.6% | +2.8% |
| 30D | +12.5% | -0.4% | +12.9% | +12.4% |
| 3M | +9.6% | -13.2% | +22.8% | +10.2% |
| 6M | +25.3% | -26.1% | +51.4% | +26.2% |
| YTD | +40.3% | +81.2% | -40.9% | +30.7% |
| 1Y | +49.6% | +98.3% | -48.7% | +38.3% |
| 3Y | +110.8% | +16.7% | +94.1% | +100.5% |
| 5Y | +99.1% | -4.8% | +104.0% | +90.3% |
| All | +221.6% | +470.7% | -249.0% | +185.7% |
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