+3,343.4%
STX vs JNJ
+196.0%
+3,147.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -3.5% | +1.3% | -1.3% |
| 30D | -5.5% | +2.3% | -7.8% | -6.5% |
| 3M | -4.3% | +12.0% | -16.3% | -9.2% |
| 6M | +115.6% | +10.5% | +105.1% | +105.1% |
| YTD | +202.2% | +30.4% | +171.8% | +169.3% |
| 1Y | +325.3% | +52.1% | +273.2% | +255.8% |
| 3Y | +1,283.9% | +77.8% | +1,206.1% | +964.4% |
| 5Y | +1,048.3% | +82.9% | +965.4% | +755.7% |
| All | +3,343.4% | +196.0% | +3,147.4% | +1,822.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling