+4,511.7%
JNJ vs STM
+1,937.6%
+2,574.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.6% | +1.5% |
| 7D | +4.3% | -5.6% | +9.8% | +4.7% |
| 30D | +7.9% | -14.4% | +22.4% | +9.2% |
| 3M | +9.4% | -20.5% | +29.8% | +11.1% |
| 6M | +28.8% | -24.5% | +53.3% | +30.0% |
| YTD | +38.5% | +72.7% | -34.2% | +28.3% |
| 1Y | +54.6% | +91.0% | -36.4% | +41.8% |
| 3Y | +108.4% | +13.5% | +94.9% | +96.6% |
| 5Y | +99.6% | -9.2% | +108.8% | +89.3% |
| 10Y | +207.8% | +422.5% | -214.8% | +133.4% |
| All | +4,511.7% | +1,937.6% | +2,574.1% | +2,682.1% |
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