+1,347.2%
JNJ vs XLE
+1,022.5%
+324.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | +7.4% | +11.8% | -4.4% | +4.6% |
| 3M | +21.2% | +9.8% | +11.4% | +18.4% |
| 6M | +13.4% | +15.6% | -2.2% | +9.2% |
| YTD | +35.1% | +45.3% | -10.1% | +23.2% |
| 1Y | +57.4% | +48.3% | +9.1% | +42.6% |
| 3Y | +86.8% | +55.4% | +31.3% | +65.3% |
| 5Y | +80.8% | +216.1% | -135.3% | +30.0% |
| 10Y | +202.7% | +178.4% | +24.3% | +111.9% |
| All | +1,347.2% | +1,022.5% | +324.7% | +488.8% |
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