+1,347.2%
JNJ vs XLB
+822.6%
+524.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +7.4% | -0.4% | +7.8% | +7.5% |
| 3M | +21.2% | +2.0% | +19.3% | +20.3% |
| 6M | +13.4% | +1.8% | +11.6% | +12.4% |
| YTD | +35.1% | +16.6% | +18.6% | +28.0% |
| 1Y | +57.4% | +16.9% | +40.5% | +48.9% |
| 3Y | +86.8% | +32.6% | +54.2% | +68.2% |
| 5Y | +80.8% | +35.6% | +45.2% | +59.6% |
| 10Y | +202.7% | +160.0% | +42.7% | +111.7% |
| All | +1,347.2% | +822.6% | +524.5% | +538.3% |
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