+4,241.5%
JNJ vs STM
+2,252.4%
+1,989.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | +2.3% | -4.9% | +7.2% | +2.7% |
| 3M | +12.0% | -34.0% | +46.0% | +15.5% |
| 6M | +10.5% | +51.8% | -41.4% | +4.4% |
| YTD | +30.4% | +99.4% | -69.0% | +19.7% |
| 1Y | +52.1% | +99.1% | -46.9% | +39.3% |
| 3Y | +77.8% | +19.5% | +58.3% | +67.7% |
| 5Y | +82.9% | +19.5% | +63.4% | +69.3% |
| 10Y | +194.8% | +663.9% | -469.1% | +116.0% |
| All | +4,241.5% | +2,252.4% | +1,989.1% | +2,495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling