+100.9%
JNJ vs XOP
+94.3%
+6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +3.5% | +6.3% | -2.9% | +3.4% |
| 30D | +12.5% | -6.6% | +19.1% | +12.6% |
| 3M | +9.6% | +3.6% | +6.0% | +9.4% |
| 6M | +25.3% | +10.8% | +14.6% | +24.9% |
| YTD | +40.3% | +48.3% | -8.0% | +38.5% |
| 1Y | +49.6% | +42.9% | +6.7% | +47.9% |
| 3Y | +110.8% | +43.3% | +67.5% | +107.2% |
| All | +100.9% | +94.3% | +6.6% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling