+80.0%
JNJ vs STRL
+2,093.0%
-2,013.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.1% |
| 7D | -0.8% | +10.1% | -10.9% | -0.5% |
| 30D | +4.3% | -8.2% | +12.5% | +4.1% |
| 3M | +16.5% | -43.7% | +60.2% | +15.3% |
| 6M | +13.1% | +27.1% | -14.0% | +13.9% |
| YTD | +32.1% | +64.0% | -31.9% | +34.0% |
| 1Y | +54.5% | +75.2% | -20.7% | +57.2% |
| 3Y | +82.5% | +539.9% | -457.4% | +86.2% |
| 5Y | +80.0% | +2,133.0% | -2,053.0% | +71.8% |
| All | +80.0% | +2,093.0% | -2,013.0% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling