+78.3%
JNJ vs XHB
+21.1%
+57.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -4.3% | -5.2% | +0.9% | -3.9% |
| 30D | +3.0% | -12.1% | +15.2% | +4.1% |
| 3M | +12.2% | -6.2% | +18.4% | +12.7% |
| 6M | +10.5% | -6.7% | +17.2% | +10.8% |
| YTD | +30.8% | -5.5% | +36.2% | +30.8% |
| 1Y | +54.9% | -15.6% | +70.6% | +56.7% |
| All | +78.3% | +21.1% | +57.2% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling