+1,092.8%
STX vs JNJ
+81.7%
+1,011.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +8.0% | -4.3% | +12.3% | +7.5% |
| 30D | +5.1% | +3.0% | +2.1% | +5.3% |
| 3M | +5.8% | +12.2% | -6.5% | +5.6% |
| 6M | +124.9% | +10.5% | +114.5% | +125.2% |
| YTD | +213.9% | +30.8% | +183.1% | +208.9% |
| 1Y | +350.4% | +54.9% | +295.5% | +336.7% |
| 3Y | +1,314.2% | +80.7% | +1,233.6% | +1,244.8% |
| 5Y | +1,092.8% | +83.4% | +1,009.4% | +1,022.2% |
| All | +1,092.8% | +81.7% | +1,011.1% | +1,022.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling