+5,177.0%
JNJ vs STZ
+10,917.0%
-5,740.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +6.3% | +14.9% | -8.6% | +4.2% |
| 3M | +8.5% | +8.4% | 0.0% | +7.1% |
| 6M | +28.0% | +2.8% | +25.2% | +27.1% |
| YTD | +37.7% | +7.5% | +30.1% | +35.5% |
| 1Y | +47.9% | +12.5% | +35.4% | +44.6% |
| 3Y | +107.4% | -35.4% | +142.8% | +117.3% |
| 5Y | +97.7% | -29.3% | +127.0% | +103.6% |
| 10Y | +210.7% | +11.8% | +198.9% | +195.6% |
| All | +5,177.0% | +10,917.0% | -5,740.0% | +2,830.3% |
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