+5,897.4%
JNJ vs STRL
+11,526.8%
-5,629.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.0% | -12.8% | +1.9% |
| 7D | +4.3% | -13.3% | +17.6% | +4.4% |
| 30D | +7.9% | -43.3% | +51.2% | +8.8% |
| 3M | +9.4% | -46.9% | +56.2% | +10.3% |
| 6M | +28.8% | -65.6% | +94.4% | +30.6% |
| YTD | +38.5% | -5.1% | +43.6% | +37.4% |
| 1Y | +54.6% | -23.1% | +77.7% | +53.9% |
| 3Y | +108.4% | +346.8% | -238.4% | +98.8% |
| 5Y | +99.6% | +907.2% | -807.6% | +86.5% |
| 10Y | +207.8% | +3,988.2% | -3,780.4% | +177.1% |
| All | +5,897.4% | +11,526.8% | -5,629.4% | +4,886.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling