+192.5%
JNJ vs XLF
+254.4%
-61.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | +2.3% | -1.2% | +3.5% | +2.7% |
| 3M | +12.0% | +9.2% | +2.8% | +8.6% |
| 6M | +10.5% | +16.3% | -5.9% | +4.8% |
| YTD | +30.4% | +5.4% | +25.0% | +27.6% |
| 1Y | +52.1% | +7.6% | +44.5% | +47.7% |
| 3Y | +77.8% | +74.2% | +3.6% | +43.4% |
| 5Y | +82.9% | +66.1% | +16.8% | +48.1% |
| All | +192.5% | +254.4% | -61.9% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling