+1,304.3%
JNJ vs XLU
+630.6%
+673.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +2.5% | -0.4% | +3.0% | +2.7% |
| 3M | +13.2% | -1.7% | +15.0% | +14.1% |
| 6M | +11.3% | -7.1% | +18.4% | +14.9% |
| YTD | +31.1% | +1.9% | +29.2% | +29.7% |
| 1Y | +54.3% | +6.1% | +48.2% | +49.7% |
| 3Y | +81.1% | +48.8% | +32.4% | +49.3% |
| 5Y | +82.7% | +43.8% | +38.9% | +51.5% |
| 10Y | +196.5% | +143.2% | +53.3% | +90.3% |
| All | +1,304.3% | +630.6% | +673.7% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling