+99.6%
JNJ vs XLE
+150.9%
-51.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +4.3% | -7.9% | +12.2% | +4.8% |
| 30D | +7.9% | -4.8% | +12.7% | +8.2% |
| 3M | +9.4% | +8.4% | +1.0% | +8.5% |
| 6M | +28.8% | +12.7% | +16.2% | +27.4% |
| YTD | +38.5% | +41.3% | -2.8% | +34.5% |
| 1Y | +54.6% | +42.3% | +12.3% | +50.1% |
| 3Y | +108.4% | +65.1% | +43.3% | +99.2% |
| 5Y | +99.6% | +150.2% | -50.6% | +86.9% |
| All | +99.6% | +150.9% | -51.3% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling