+52.4%
JNJ vs STM
+90.8%
-38.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +5.5% | -7.9% | +13.4% | +5.0% |
| 30D | +7.4% | -14.1% | +21.5% | +6.5% |
| 3M | +7.8% | -17.6% | +25.4% | +6.7% |
| 6M | +28.2% | -24.2% | +52.5% | +24.5% |
| YTD | +37.9% | +73.3% | -35.5% | +32.6% |
| 1Y | +52.4% | +90.1% | -37.7% | +47.6% |
| All | +52.4% | +90.8% | -38.4% | +47.6% |
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