+83.7%
JNJ vs XLP
+32.7%
+50.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | +2.7% | -1.0% | +3.7% | +3.4% |
| 30D | +7.4% | -0.9% | +8.3% | +8.0% |
| 3M | +21.2% | +3.8% | +17.4% | +18.4% |
| 6M | +13.4% | -1.7% | +15.1% | +14.6% |
| YTD | +35.1% | +10.3% | +24.9% | +26.9% |
| 1Y | +57.4% | +7.8% | +49.6% | +49.9% |
| 3Y | +86.8% | +27.2% | +59.6% | +60.6% |
| All | +83.7% | +32.7% | +50.9% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling