+83.4%
JNJ vs XPO
+257.8%
-174.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | +3.0% | -10.4% | +13.4% | +3.3% |
| 3M | +12.2% | -15.7% | +27.9% | +12.7% |
| 6M | +10.5% | -6.3% | +16.8% | +10.5% |
| YTD | +30.8% | +34.2% | -3.4% | +29.4% |
| 1Y | +54.9% | +39.9% | +15.0% | +53.1% |
| 3Y | +80.7% | +155.2% | -74.6% | +72.6% |
| 5Y | +83.4% | +264.7% | -181.3% | +71.0% |
| All | +83.4% | +257.8% | -174.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling