+1,304.3%
JNJ vs XLF
+409.8%
+894.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -3.0% | -1.0% | -1.9% | -2.7% |
| 30D | +2.5% | -1.3% | +3.8% | +2.9% |
| 3M | +13.2% | +9.1% | +4.1% | +10.5% |
| 6M | +11.3% | +14.4% | -3.1% | +7.1% |
| YTD | +31.1% | +5.1% | +26.0% | +29.0% |
| 1Y | +54.3% | +8.6% | +45.7% | +50.3% |
| 3Y | +81.1% | +74.4% | +6.7% | +53.2% |
| 5Y | +82.7% | +64.4% | +18.4% | +55.7% |
| 10Y | +196.5% | +251.6% | -55.1% | +99.8% |
| All | +1,304.3% | +409.8% | +894.5% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling