+108.4%
JNJ vs STRL
+337.2%
-228.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.0% | -12.8% | +2.9% |
| 7D | +4.3% | -13.3% | +17.6% | +3.7% |
| 30D | +7.9% | -43.3% | +51.2% | +5.1% |
| 3M | +9.4% | -46.9% | +56.2% | +6.4% |
| 6M | +28.8% | -65.6% | +94.4% | +23.7% |
| YTD | +38.5% | -5.1% | +43.6% | +40.2% |
| 1Y | +54.6% | -23.1% | +77.7% | +54.6% |
| 3Y | +108.4% | +346.8% | -238.4% | +132.9% |
| All | +108.4% | +337.2% | -228.8% | +132.9% |
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