+1,374.4%
JNJ vs XLE
+1,017.0%
+357.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +6.3% | -4.0% | +10.3% | +7.2% |
| 3M | +8.5% | +4.6% | +3.8% | +7.0% |
| 6M | +28.0% | +12.3% | +15.7% | +24.0% |
| YTD | +37.7% | +44.5% | -6.9% | +25.3% |
| 1Y | +47.9% | +42.4% | +5.5% | +35.0% |
| 3Y | +107.4% | +67.0% | +40.3% | +80.1% |
| 5Y | +97.7% | +161.9% | -64.2% | +49.2% |
| 10Y | +210.7% | +173.9% | +36.8% | +118.0% |
| All | +1,374.4% | +1,017.0% | +357.4% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling