+84.2%
JNJ vs XEL
+29.8%
+54.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +2.3% | -3.9% | +6.3% | +3.6% |
| 3M | +12.0% | -2.8% | +14.8% | +13.0% |
| 6M | +10.5% | -5.4% | +15.9% | +12.3% |
| YTD | +30.4% | +3.8% | +26.6% | +28.5% |
| 1Y | +52.1% | +6.8% | +45.3% | +48.2% |
| 3Y | +77.8% | +45.6% | +32.2% | +55.3% |
| All | +84.2% | +29.8% | +54.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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