+192.5%
JNJ vs XME
+421.4%
-228.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.5% | -4.2% | +0.7% | -3.0% |
| 30D | +2.3% | -2.7% | +5.0% | +2.6% |
| 3M | +12.0% | -3.9% | +15.9% | +12.3% |
| 6M | +10.5% | -1.0% | +11.4% | +9.9% |
| YTD | +30.4% | +9.8% | +20.6% | +27.5% |
| 1Y | +52.1% | +32.5% | +19.6% | +44.3% |
| 3Y | +77.8% | +124.3% | -46.5% | +53.6% |
| 5Y | +82.9% | +165.8% | -82.9% | +49.3% |
| All | +192.5% | +421.4% | -228.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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