+83.4%
JNJ vs XHB
+30.4%
+53.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -4.3% | -5.2% | +0.9% | -3.8% |
| 30D | +3.0% | -12.1% | +15.2% | +4.3% |
| 3M | +12.2% | -6.2% | +18.4% | +12.8% |
| 6M | +10.5% | -6.7% | +17.2% | +10.9% |
| YTD | +30.8% | -5.5% | +36.2% | +31.0% |
| 1Y | +54.9% | -15.6% | +70.6% | +57.0% |
| 3Y | +80.7% | +22.0% | +58.7% | +74.0% |
| 5Y | +83.4% | +31.8% | +51.6% | +68.8% |
| All | +83.4% | +30.4% | +53.0% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling