+5,079.5%
JNJ vs STZ
+9,621.1%
-4,541.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | +7.4% | -1.9% | +9.3% | +7.6% |
| 3M | +21.2% | -6.2% | +27.5% | +22.1% |
| 6M | +13.4% | -14.0% | +27.4% | +15.5% |
| YTD | +35.1% | -5.1% | +40.3% | +35.5% |
| 1Y | +57.4% | -9.6% | +67.0% | +58.7% |
| 3Y | +86.8% | -47.2% | +134.0% | +101.4% |
| 5Y | +80.8% | -33.6% | +114.4% | +88.0% |
| 10Y | +202.7% | -9.8% | +212.5% | +196.4% |
| All | +5,079.5% | +9,621.1% | -4,541.6% | +2,829.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling