+706.8%
JNJ vs XOP
+82.9%
+623.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.3% |
| 30D | +7.4% | +15.4% | -8.1% | +5.3% |
| 3M | +21.2% | +12.1% | +9.2% | +19.2% |
| 6M | +13.4% | +19.7% | -6.3% | +10.2% |
| YTD | +35.1% | +52.4% | -17.3% | +26.9% |
| 1Y | +57.4% | +47.6% | +9.9% | +48.3% |
| 3Y | +86.8% | +34.4% | +52.4% | +76.2% |
| 5Y | +80.8% | +154.4% | -73.6% | +50.8% |
| 10Y | +202.7% | +54.7% | +148.1% | +151.2% |
| All | +706.8% | +82.9% | +623.9% | +466.1% |
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