+362.7%
STX vs JNJ
+54.9%
+307.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.6% |
| 7D | +9.6% | -3.0% | +12.5% | +7.2% |
| 30D | +10.6% | +2.5% | +8.1% | +13.0% |
| 3M | +4.8% | +13.2% | -8.5% | +11.3% |
| 6M | +137.3% | +11.3% | +126.0% | +156.7% |
| YTD | +222.5% | +31.1% | +191.4% | +240.9% |
| All | +362.7% | +54.9% | +307.8% | +404.2% |
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