+51.2%
JNJ vs XLI
+12.2%
+39.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.8% |
| 7D | +1.9% | +0.6% | +1.4% | +1.9% |
| 30D | +9.2% | -0.4% | +9.6% | +9.2% |
| 3M | +8.9% | -8.8% | +17.8% | +9.5% |
| 6M | +24.6% | -0.4% | +24.9% | +23.3% |
| YTD | +35.7% | +10.1% | +25.6% | +32.9% |
| 1Y | +51.2% | +12.3% | +38.9% | +47.7% |
| All | +51.2% | +12.2% | +39.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling