+918.5%
JNJ vs XPO
+10,152.6%
-9,234.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -0.8% | +2.7% | -3.4% | -0.9% |
| 30D | +4.3% | -6.2% | +10.5% | +4.6% |
| 3M | +16.5% | -15.4% | +31.9% | +17.2% |
| 6M | +13.1% | +0.7% | +12.4% | +12.9% |
| YTD | +32.1% | +39.8% | -7.7% | +30.0% |
| 1Y | +54.5% | +43.3% | +11.2% | +51.6% |
| 3Y | +82.5% | +166.0% | -83.5% | +72.8% |
| 5Y | +80.0% | +274.2% | -194.1% | +66.1% |
| 10Y | +195.7% | +1,429.0% | -1,233.4% | +155.1% |
| All | +918.5% | +10,152.6% | -9,234.1% | +727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling