+51.2%
JNJ vs XLE
+50.1%
+1.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.7% | +8.6% | +3.8% |
| 7D | +1.9% | -7.2% | +9.2% | +2.0% |
| 30D | +9.2% | +0.1% | +9.1% | +8.9% |
| 3M | +8.9% | +9.2% | -0.3% | +7.9% |
| 6M | +24.6% | +8.4% | +16.2% | +22.8% |
| YTD | +35.7% | +44.9% | -9.2% | +33.2% |
| 1Y | +51.2% | +49.9% | +1.3% | +49.6% |
| All | +51.2% | +50.1% | +1.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling