+1,296.4%
JNJ vs XLY
+1,114.2%
+182.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -3.5% | -1.7% | -1.8% | -3.0% |
| 30D | +2.3% | -4.2% | +6.5% | +3.8% |
| 3M | +12.0% | -2.7% | +14.7% | +12.7% |
| 6M | +10.5% | -0.6% | +11.1% | +10.2% |
| YTD | +30.4% | -5.0% | +35.4% | +31.8% |
| 1Y | +52.1% | -4.1% | +56.2% | +52.9% |
| 3Y | +77.8% | +33.6% | +44.2% | +55.6% |
| 5Y | +82.9% | +28.7% | +54.2% | +57.2% |
| 10Y | +194.8% | +219.6% | -24.8% | +72.9% |
| All | +1,296.4% | +1,114.2% | +182.2% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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