+219.1%
JNJ vs XRT
+135.4%
+83.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +4.1% | -0.4% | +4.6% | +4.2% |
| 30D | +14.0% | +7.5% | +6.5% | +12.7% |
| 3M | +9.2% | +2.3% | +6.9% | +8.7% |
| 6M | +27.8% | +12.8% | +14.9% | +25.1% |
| YTD | +39.2% | +7.1% | +32.2% | +37.2% |
| 1Y | +49.1% | +12.3% | +36.9% | +45.8% |
| 3Y | +109.7% | +57.0% | +52.7% | +91.0% |
| 5Y | +97.6% | -4.3% | +101.9% | +96.7% |
| All | +219.1% | +135.4% | +83.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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