+4,483.9%
JNJ vs STM
+2,016.3%
+2,467.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +1.5% | +1.4% | 0.0% | +1.3% |
| 30D | +6.3% | -8.4% | +14.7% | +6.9% |
| 3M | +8.5% | -15.8% | +24.3% | +9.7% |
| 6M | +28.0% | -22.8% | +50.8% | +28.9% |
| YTD | +37.7% | +79.4% | -41.7% | +27.1% |
| 1Y | +47.9% | +97.0% | -49.1% | +35.3% |
| 3Y | +107.4% | +14.2% | +93.2% | +95.6% |
| 5Y | +97.7% | -4.5% | +102.2% | +86.6% |
| 10Y | +210.7% | +463.1% | -252.4% | +133.9% |
| All | +4,483.9% | +2,016.3% | +2,467.6% | +2,655.8% |
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