+123.8%
STX vs JNJ
+51.2%
+72.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -5.4% |
| 7D | -20.2% | +1.9% | -22.1% | -18.8% |
| 30D | -37.2% | +9.2% | -46.5% | -32.4% |
| 3M | -34.1% | +8.9% | -43.0% | -29.1% |
| 6M | -24.5% | +24.6% | -49.0% | -17.3% |
| YTD | +102.9% | +35.7% | +67.3% | +118.0% |
| 1Y | +123.8% | +51.2% | +72.6% | +128.3% |
| All | +123.8% | +51.2% | +72.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 1y: compounded portfolio wealth divided by compounded JNJ 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…
1y analysis · Full analysis span regression · 6 months rolling