+77.8%
JNJ vs XLK
+119.6%
-41.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.3% | -0.6% | +2.9% | +2.3% |
| 3M | +12.0% | +2.6% | +9.4% | +12.7% |
| 6M | +10.5% | +34.0% | -23.5% | +14.1% |
| YTD | +30.4% | +30.7% | -0.3% | +34.4% |
| 1Y | +52.1% | +39.2% | +12.9% | +57.9% |
| 3Y | +77.8% | +120.4% | -42.6% | +79.7% |
| All | +77.8% | +119.6% | -41.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 3y: compounded portfolio wealth divided by compounded XLK 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…
3y analysis · Full analysis span regression · 6 months rolling