+87.3%
JNJ vs STRL
+509.6%
-422.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -0.9% |
| 7D | +2.7% | +3.4% | -0.7% | +2.9% |
| 30D | +7.4% | -9.2% | +16.6% | +7.0% |
| 3M | +21.2% | -51.0% | +72.3% | +18.6% |
| 6M | +13.4% | +15.8% | -2.4% | +14.8% |
| YTD | +35.1% | +58.9% | -23.7% | +39.4% |
| 1Y | +57.4% | +68.5% | -11.1% | +63.7% |
| All | +87.3% | +509.6% | -422.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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