+215.6%
JNJ vs STZ
+12.2%
+203.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +6.3% | +14.9% | -8.6% | +3.2% |
| 3M | +8.5% | +8.4% | 0.0% | +6.4% |
| 6M | +28.0% | +2.8% | +25.2% | +26.7% |
| YTD | +37.7% | +7.5% | +30.1% | +34.2% |
| 1Y | +47.9% | +12.5% | +35.4% | +42.6% |
| 3Y | +107.4% | -35.4% | +142.8% | +123.4% |
| 5Y | +97.7% | -29.3% | +127.0% | +106.3% |
| All | +215.6% | +12.2% | +203.4% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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