+83.4%
JNJ vs XLI
+78.7%
+4.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | +3.0% | -8.2% | +11.2% | +4.7% |
| 3M | +12.2% | +0.8% | +11.5% | +11.7% |
| 6M | +10.5% | +0.8% | +9.6% | +9.9% |
| YTD | +30.8% | +10.5% | +20.2% | +27.4% |
| 1Y | +54.9% | +14.1% | +40.8% | +49.8% |
| 3Y | +80.7% | +68.6% | +12.1% | +56.1% |
| 5Y | +83.4% | +80.4% | +3.0% | +53.6% |
| All | +83.4% | +78.7% | +4.7% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling