+57.4%
JNJ vs XHB
-9.3%
+66.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +2.7% | -1.3% | +4.0% | +2.8% |
| 30D | +7.4% | -6.9% | +14.3% | +7.8% |
| 3M | +21.2% | -1.3% | +22.5% | +21.1% |
| 6M | +13.4% | -6.8% | +20.2% | +13.6% |
| YTD | +35.1% | +0.7% | +34.4% | +34.1% |
| 1Y | +57.4% | -11.2% | +68.7% | +60.4% |
| All | +57.4% | -9.3% | +66.7% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling