+750.3%
JNJ vs XBI
+905.2%
-154.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -4.3% | -4.6% | +0.3% | -3.4% |
| 30D | +3.0% | -0.8% | +3.8% | +3.1% |
| 3M | +12.2% | +21.8% | -9.6% | +7.3% |
| 6M | +10.5% | +23.2% | -12.7% | +5.0% |
| YTD | +30.8% | +28.7% | +2.0% | +23.0% |
| 1Y | +54.9% | +67.8% | -12.8% | +37.2% |
| 3Y | +80.7% | +100.6% | -20.0% | +51.4% |
| 5Y | +83.4% | +19.8% | +63.6% | +68.3% |
| 10Y | +195.7% | +159.7% | +35.9% | +108.7% |
| All | +750.3% | +905.2% | -154.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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