+80.0%
JNJ vs STM
+20.9%
+59.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -0.8% | +5.2% | -6.0% | -0.8% |
| 30D | +4.3% | -7.4% | +11.7% | +4.3% |
| 3M | +16.5% | -30.6% | +47.1% | +16.8% |
| 6M | +13.1% | +66.4% | -53.2% | +10.8% |
| YTD | +32.1% | +101.1% | -69.0% | +28.7% |
| 1Y | +54.5% | +97.4% | -42.9% | +50.4% |
| 3Y | +82.5% | +21.1% | +61.4% | +79.1% |
| 5Y | +80.0% | +22.5% | +57.6% | +72.3% |
| All | +80.0% | +20.9% | +59.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling