+192.5%
JNJ vs XPO
+1,516.3%
-1,323.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -5.7% | +2.1% | -3.1% |
| 30D | +2.3% | -12.8% | +15.1% | +3.2% |
| 3M | +12.0% | -20.0% | +32.0% | +13.5% |
| 6M | +10.5% | -6.0% | +16.5% | +10.6% |
| YTD | +30.4% | +34.0% | -3.6% | +27.3% |
| 1Y | +52.1% | +35.6% | +16.6% | +48.2% |
| 3Y | +77.8% | +152.3% | -74.5% | +62.3% |
| 5Y | +82.9% | +264.4% | -181.5% | +58.9% |
| All | +192.5% | +1,516.3% | -1,323.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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