+192.5%
JNJ vs XLI
+260.4%
-67.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -3.5% | -1.7% | -1.9% | -2.9% |
| 30D | +2.3% | -7.3% | +9.6% | +5.2% |
| 3M | +12.0% | -1.3% | +13.3% | +12.2% |
| 6M | +10.5% | +2.2% | +8.2% | +8.9% |
| YTD | +30.4% | +11.7% | +18.7% | +23.9% |
| 1Y | +52.1% | +14.3% | +37.9% | +43.1% |
| 3Y | +77.8% | +70.3% | +7.5% | +39.1% |
| 5Y | +82.9% | +82.3% | +0.6% | +36.9% |
| All | +192.5% | +260.4% | -67.9% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling