+196.5%
JNJ vs STT
+262.1%
-65.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.0% | +1.0% | -3.9% | -3.1% |
| 30D | +2.5% | +2.8% | -0.3% | +2.0% |
| 3M | +13.2% | +18.1% | -4.9% | +9.9% |
| 6M | +11.3% | +59.2% | -47.9% | +2.3% |
| YTD | +31.1% | +51.5% | -20.3% | +21.4% |
| 1Y | +54.3% | +75.7% | -21.3% | +38.9% |
| 3Y | +81.1% | +200.8% | -119.6% | +46.2% |
| 5Y | +82.7% | +155.8% | -73.1% | +48.1% |
| 10Y | +196.5% | +266.4% | -69.9% | +110.4% |
| All | +196.5% | +262.1% | -65.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling