+82.5%
JNJ vs STM
+20.8%
+61.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -0.8% | +5.2% | -6.0% | -0.7% |
| 30D | +4.3% | -7.4% | +11.7% | +4.2% |
| 3M | +16.5% | -30.6% | +47.1% | +16.2% |
| 6M | +13.1% | +66.4% | -53.2% | +11.6% |
| YTD | +32.1% | +101.1% | -69.0% | +30.2% |
| 1Y | +54.5% | +97.4% | -42.9% | +52.2% |
| 3Y | +82.5% | +21.1% | +61.4% | +77.5% |
| All | +82.5% | +20.8% | +61.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling