+207.8%
JNJ vs XLP
+130.4%
+77.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +7.9% | +8.9% | -1.0% | +1.1% |
| 3M | +9.4% | +7.5% | +1.9% | +3.4% |
| 6M | +28.8% | +9.4% | +19.4% | +20.2% |
| YTD | +38.5% | +19.3% | +19.3% | +20.8% |
| 1Y | +54.6% | +21.7% | +32.9% | +32.7% |
| 3Y | +108.4% | +44.0% | +64.4% | +56.3% |
| 5Y | +99.6% | +42.8% | +56.8% | +48.9% |
| 10Y | +207.8% | +128.8% | +79.0% | +61.4% |
| All | +207.8% | +130.4% | +77.4% | +61.4% |
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