+195.7%
JNJ vs XLP
+102.6%
+93.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.7% |
| 7D | -0.8% | -1.4% | +0.7% | +0.3% |
| 30D | +4.3% | -1.3% | +5.6% | +5.4% |
| 3M | +16.5% | +1.8% | +14.6% | +14.9% |
| 6M | +13.1% | -0.8% | +14.0% | +13.8% |
| YTD | +32.1% | +9.5% | +22.6% | +23.1% |
| 1Y | +54.5% | +7.2% | +47.3% | +46.2% |
| 3Y | +82.5% | +27.1% | +55.4% | +50.9% |
| 5Y | +80.0% | +32.0% | +48.0% | +42.8% |
| 10Y | +195.7% | +102.9% | +92.8% | +70.2% |
| All | +195.7% | +102.6% | +93.1% | +70.2% |
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