+1,300.5%
JNJ vs XLK
+1,438.0%
-137.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +3.0% | -0.5% | +3.5% | +3.0% |
| 3M | +12.2% | +5.0% | +7.2% | +10.3% |
| 6M | +10.5% | +32.9% | -22.4% | +2.1% |
| YTD | +30.8% | +29.0% | +1.8% | +21.5% |
| 1Y | +54.9% | +37.8% | +17.1% | +41.3% |
| 3Y | +80.7% | +118.7% | -38.0% | +42.8% |
| 5Y | +83.4% | +145.6% | -62.1% | +37.7% |
| 10Y | +195.7% | +791.5% | -595.8% | +54.2% |
| All | +1,300.5% | +1,438.0% | -137.6% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling