+54.5%
JNJ vs XLP
+6.9%
+47.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.8% |
| 7D | -0.8% | -1.4% | +0.7% | +0.2% |
| 30D | +4.3% | -1.3% | +5.6% | +5.2% |
| 3M | +16.5% | +1.8% | +14.6% | +15.3% |
| 6M | +13.1% | -0.8% | +14.0% | +13.5% |
| YTD | +32.1% | +9.5% | +22.6% | +27.5% |
| 1Y | +54.5% | +7.2% | +47.3% | +53.2% |
| All | +54.5% | +6.9% | +47.6% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling