+8,947.0%
JNJ vs STT
+6,617.4%
+2,329.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +4.1% | +5.1% | -1.0% | +3.2% |
| 30D | +14.0% | -0.2% | +14.3% | +14.0% |
| 3M | +9.2% | -8.1% | +17.4% | +10.7% |
| 6M | +27.8% | +16.6% | +11.1% | +24.1% |
| YTD | +39.2% | +37.8% | +1.4% | +31.0% |
| 1Y | +49.1% | +46.8% | +2.3% | +38.8% |
| 3Y | +109.7% | +181.2% | -71.5% | +72.7% |
| 5Y | +97.6% | +105.1% | -7.6% | +68.2% |
| 10Y | +214.1% | +202.3% | +11.8% | +139.2% |
| All | +8,947.0% | +6,617.4% | +2,329.6% | +2,577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling