+54.9%
JNJ vs XLB
+14.3%
+40.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.7% |
| 30D | +3.0% | -4.7% | +7.7% | +3.9% |
| 3M | +12.2% | +2.7% | +9.5% | +11.6% |
| 6M | +10.5% | +2.6% | +7.9% | +9.8% |
| YTD | +30.8% | +12.8% | +17.9% | +27.6% |
| 1Y | +54.9% | +14.0% | +41.0% | +51.0% |
| All | +54.9% | +14.3% | +40.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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