+192.5%
JNJ vs XLU
+140.5%
+52.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -3.5% | -1.6% | -1.9% | -2.8% |
| 30D | +2.3% | -3.3% | +5.6% | +3.9% |
| 3M | +12.0% | -3.2% | +15.1% | +13.7% |
| 6M | +10.5% | -7.0% | +17.4% | +14.1% |
| YTD | +30.4% | +0.6% | +29.8% | +29.7% |
| 1Y | +52.1% | +2.4% | +49.7% | +49.9% |
| 3Y | +77.8% | +46.3% | +31.5% | +46.2% |
| 5Y | +82.9% | +44.0% | +38.9% | +49.8% |
| All | +192.5% | +140.5% | +52.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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