+82.7%
JNJ vs STZ
-38.0%
+120.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -3.0% | -6.0% | +3.1% | -2.0% |
| 30D | +2.5% | -8.9% | +11.4% | +4.0% |
| 3M | +13.2% | -12.6% | +25.8% | +15.5% |
| 6M | +11.3% | -17.2% | +28.5% | +14.4% |
| YTD | +31.1% | -10.0% | +41.2% | +32.5% |
| 1Y | +54.3% | -14.3% | +68.6% | +57.1% |
| 3Y | +81.1% | -49.9% | +131.1% | +101.0% |
| 5Y | +82.7% | -38.2% | +121.0% | +91.5% |
| All | +82.7% | -38.0% | +120.7% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling