+688.9%
JNJ vs XME
+246.2%
+442.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.3% |
| 30D | +4.3% | +3.6% | +0.7% | +3.7% |
| 3M | +16.5% | +1.2% | +15.3% | +15.9% |
| 6M | +13.1% | +9.0% | +4.1% | +10.9% |
| YTD | +32.1% | +15.9% | +16.2% | +28.0% |
| 1Y | +54.5% | +43.2% | +11.3% | +44.4% |
| 3Y | +82.5% | +137.4% | -54.8% | +55.6% |
| 5Y | +80.0% | +185.0% | -105.0% | +45.9% |
| 10Y | +195.7% | +409.5% | -213.8% | +107.9% |
| All | +688.9% | +246.2% | +442.8% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling