+1,347.2%
JNJ vs XLP
+523.7%
+823.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.5% |
| 7D | +2.7% | -1.0% | +3.7% | +3.5% |
| 30D | +7.4% | -0.9% | +8.3% | +8.1% |
| 3M | +21.2% | +3.8% | +17.4% | +17.7% |
| 6M | +13.4% | -1.7% | +15.1% | +14.9% |
| YTD | +35.1% | +10.3% | +24.9% | +24.8% |
| 1Y | +57.4% | +7.8% | +49.6% | +47.8% |
| 3Y | +86.8% | +27.2% | +59.6% | +52.8% |
| 5Y | +80.8% | +32.5% | +48.3% | +41.7% |
| 10Y | +202.7% | +101.8% | +101.0% | +67.1% |
| All | +1,347.2% | +523.7% | +823.5% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling