+8,487.5%
JNJ vs OXY
+1,377.9%
+7,109.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +4.3% | +8.5% | -4.2% | +3.2% |
| 3M | +16.5% | +6.0% | +10.5% | +15.5% |
| 6M | +13.1% | +13.0% | +0.2% | +10.9% |
| YTD | +32.1% | +48.9% | -16.7% | +24.8% |
| 1Y | +54.5% | +36.4% | +18.1% | +47.2% |
| 3Y | +82.5% | -2.3% | +84.8% | +79.6% |
| 5Y | +80.0% | +160.6% | -80.6% | +49.8% |
| 10Y | +195.7% | +2.0% | +193.7% | +152.5% |
| All | +8,487.5% | +1,377.9% | +7,109.6% | +4,453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling