+1,296.4%
JNJ vs XLV
+897.9%
+398.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -3.6% | 0.0% | -1.2% |
| 30D | +2.3% | -1.8% | +4.1% | +3.6% |
| 3M | +12.0% | +7.8% | +4.2% | +6.8% |
| 6M | +10.5% | +9.1% | +1.4% | +4.5% |
| YTD | +30.4% | +7.7% | +22.7% | +24.2% |
| 1Y | +52.1% | +20.4% | +31.7% | +34.6% |
| 3Y | +77.8% | +30.8% | +47.0% | +48.6% |
| 5Y | +82.9% | +34.6% | +48.3% | +49.3% |
| 10Y | +194.8% | +173.4% | +21.4% | +54.7% |
| All | +1,296.4% | +897.9% | +398.5% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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