+181.4%
JNJ vs XLC
+143.7%
+37.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +7.4% | +1.0% | +6.3% | +7.1% |
| 3M | +21.2% | -0.7% | +21.9% | +21.3% |
| 6M | +13.4% | -5.1% | +18.5% | +14.9% |
| YTD | +35.1% | -4.3% | +39.4% | +36.4% |
| 1Y | +57.4% | -0.6% | +58.0% | +57.1% |
| 3Y | +86.8% | +72.7% | +14.1% | +54.7% |
| 5Y | +80.8% | +38.0% | +42.8% | +63.7% |
| All | +181.4% | +143.7% | +37.6% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling