+1,390.7%
JNJ vs XLB
+825.1%
+565.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +14.0% | +5.3% | +8.8% | +12.2% |
| 3M | +9.2% | 0.0% | +9.2% | +9.2% |
| 6M | +27.8% | +1.2% | +26.6% | +27.0% |
| YTD | +39.2% | +16.9% | +22.3% | +31.7% |
| 1Y | +49.1% | +20.9% | +28.2% | +39.5% |
| 3Y | +109.7% | +43.3% | +66.4% | +84.2% |
| 5Y | +97.6% | +28.3% | +69.3% | +77.7% |
| 10Y | +214.1% | +165.3% | +48.8% | +118.2% |
| All | +1,390.7% | +825.1% | +565.7% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling