+759.1%
JNJ vs XHB
+167.3%
+591.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +4.3% | -9.1% | +13.4% | +6.2% |
| 3M | +16.5% | -2.3% | +18.8% | +16.7% |
| 6M | +13.1% | -4.1% | +17.3% | +13.5% |
| YTD | +32.1% | -1.7% | +33.8% | +31.7% |
| 1Y | +54.5% | -15.1% | +69.6% | +58.3% |
| 3Y | +82.5% | +26.8% | +55.7% | +69.8% |
| 5Y | +80.0% | +37.3% | +42.7% | +61.9% |
| 10Y | +195.7% | +205.7% | -10.0% | +118.3% |
| All | +759.1% | +167.3% | +591.9% | +460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling