+97.7%
JNJ vs STT
+109.1%
-11.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | +6.3% | -0.4% | +6.8% | +6.3% |
| 3M | +8.5% | -6.5% | +14.9% | +9.2% |
| 6M | +28.0% | +17.2% | +10.8% | +25.6% |
| YTD | +37.7% | +38.2% | -0.5% | +32.3% |
| 1Y | +47.9% | +49.3% | -1.4% | +40.7% |
| 3Y | +107.4% | +181.9% | -74.5% | +81.1% |
| 5Y | +97.7% | +106.9% | -9.2% | +74.4% |
| All | +97.7% | +109.1% | -11.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling