+192.1%
JNJ vs XLC
+137.2%
+54.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +3.5% | +3.7% | -0.3% | +2.4% |
| 30D | +12.5% | -1.9% | +14.5% | +13.1% |
| 3M | +9.6% | -3.1% | +12.7% | +10.3% |
| 6M | +25.3% | -6.4% | +31.7% | +27.3% |
| YTD | +40.3% | -6.8% | +47.1% | +42.5% |
| 1Y | +49.6% | -1.7% | +51.3% | +49.6% |
| 3Y | +110.8% | +64.7% | +46.1% | +77.0% |
| 5Y | +99.1% | +41.1% | +58.0% | +77.3% |
| All | +192.1% | +137.2% | +54.9% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling