+737.7%
JNJ vs XOP
+78.0%
+659.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +3.5% | +6.3% | -2.9% | +2.6% |
| 30D | +12.5% | -6.6% | +19.1% | +13.4% |
| 3M | +9.6% | +3.6% | +6.0% | +8.8% |
| 6M | +25.3% | +10.8% | +14.6% | +23.1% |
| YTD | +40.3% | +48.3% | -8.0% | +32.0% |
| 1Y | +49.6% | +42.9% | +6.7% | +41.4% |
| 3Y | +110.8% | +43.3% | +67.5% | +96.7% |
| 5Y | +99.1% | +94.0% | +5.2% | +73.3% |
| 10Y | +216.6% | +53.7% | +162.8% | +162.4% |
| All | +737.7% | +78.0% | +659.7% | +488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling