+1,315.0%
JNJ vs XLI
+1,115.6%
+199.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.8% | +1.0% | -1.7% | -1.2% |
| 30D | +4.3% | -5.8% | +10.1% | +6.8% |
| 3M | +16.5% | +0.7% | +15.8% | +15.7% |
| 6M | +13.1% | +3.2% | +10.0% | +11.1% |
| YTD | +32.1% | +13.0% | +19.1% | +24.7% |
| 1Y | +54.5% | +16.8% | +37.7% | +43.7% |
| 3Y | +82.5% | +72.4% | +10.1% | +42.0% |
| 5Y | +80.0% | +82.8% | -2.7% | +34.9% |
| 10Y | +195.7% | +252.4% | -56.8% | +62.1% |
| All | +1,315.0% | +1,115.6% | +199.4% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling