+221.6%
JNJ vs STZ
+13.4%
+208.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +3.5% | +2.6% | +0.9% | +2.9% |
| 30D | +12.5% | +15.2% | -2.7% | +9.1% |
| 3M | +9.6% | +7.6% | +1.9% | +7.6% |
| 6M | +25.3% | +5.3% | +20.1% | +23.4% |
| YTD | +40.3% | +8.6% | +31.7% | +36.5% |
| 1Y | +49.6% | +15.6% | +34.1% | +43.4% |
| 3Y | +110.8% | -35.2% | +145.9% | +127.0% |
| 5Y | +99.1% | -29.1% | +128.2% | +107.6% |
| All | +221.6% | +13.4% | +208.3% | +198.5% |
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