+210.8%
JNJ vs XLP
+126.4%
+84.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.5% |
| 30D | +6.9% | +10.3% | -3.4% | -0.8% |
| 3M | +8.0% | +6.5% | +1.5% | +2.9% |
| 6M | +24.3% | +8.4% | +15.9% | +16.8% |
| YTD | +35.6% | +18.2% | +17.4% | +19.1% |
| 1Y | +51.1% | +22.4% | +28.6% | +29.2% |
| 3Y | +98.3% | +41.9% | +56.4% | +50.5% |
| 5Y | +94.3% | +40.9% | +53.5% | +46.7% |
| All | +210.8% | +126.4% | +84.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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