+84.2%
JNJ vs OXY
+160.1%
-75.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | +2.8% | -6.3% | -3.6% |
| 30D | +2.3% | +5.5% | -3.1% | +2.1% |
| 3M | +12.0% | +11.3% | +0.7% | +11.6% |
| 6M | +10.5% | +11.6% | -1.1% | +9.9% |
| YTD | +30.4% | +51.6% | -21.2% | +28.5% |
| 1Y | +52.1% | +36.2% | +15.9% | +50.3% |
| 3Y | +77.8% | +1.7% | +76.1% | +76.1% |
| All | +84.2% | +160.1% | -75.9% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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