+82.7%
JNJ vs XLC
+37.1%
+45.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -3.0% | -1.4% | -1.5% | -2.8% |
| 30D | +2.5% | -0.9% | +3.4% | +2.6% |
| 3M | +13.2% | -0.3% | +13.6% | +13.2% |
| 6M | +11.3% | -5.2% | +16.5% | +11.9% |
| YTD | +31.1% | -5.3% | +36.4% | +31.8% |
| 1Y | +54.3% | -2.8% | +57.1% | +54.6% |
| 3Y | +81.1% | +71.2% | +9.9% | +67.1% |
| 5Y | +82.7% | +37.6% | +45.1% | +71.5% |
| All | +82.7% | +37.1% | +45.6% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling