+54.3%
JNJ vs STM
+98.5%
-44.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.8% |
| 7D | -3.0% | +1.7% | -4.6% | -2.9% |
| 30D | +2.5% | -5.2% | +7.7% | +2.3% |
| 3M | +13.2% | -29.6% | +42.9% | +12.0% |
| 6M | +11.3% | +54.4% | -43.1% | +8.7% |
| YTD | +31.1% | +99.5% | -68.4% | +28.5% |
| 1Y | +54.3% | +100.8% | -46.4% | +55.0% |
| All | +54.3% | +98.5% | -44.2% | +55.0% |
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