+673.8%
STX vs JNJ
+111.3%
+562.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -2.8% |
| 7D | +14.6% | +3.5% | +11.1% | +15.8% |
| 30D | -26.0% | +12.5% | -38.5% | -22.7% |
| 3M | -42.6% | +9.6% | -52.2% | -40.5% |
| 6M | -35.3% | +25.3% | -60.6% | -31.3% |
| YTD | +92.5% | +40.3% | +52.2% | +106.1% |
| 1Y | +102.4% | +49.6% | +52.7% | +118.1% |
| 3Y | +673.8% | +110.8% | +563.0% | +790.2% |
| All | +673.8% | +111.3% | +562.5% | +790.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling