+5,751.2%
JNJ vs STRL
+19,359.6%
-13,608.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.2% |
| 7D | +2.7% | +3.4% | -0.7% | +2.6% |
| 30D | +7.4% | -9.2% | +16.6% | +7.5% |
| 3M | +21.2% | -51.0% | +72.3% | +22.5% |
| 6M | +13.4% | +15.8% | -2.4% | +12.4% |
| YTD | +35.1% | +58.9% | -23.7% | +33.1% |
| 1Y | +57.4% | +68.5% | -11.1% | +54.7% |
| 3Y | +86.8% | +485.2% | -398.4% | +77.8% |
| 5Y | +80.8% | +2,005.1% | -1,924.3% | +67.0% |
| 10Y | +202.7% | +7,118.0% | -6,915.2% | +170.3% |
| All | +5,751.2% | +19,359.6% | -13,608.4% | +4,731.0% |
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