+192.5%
JNJ vs XRT
+128.2%
+64.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | +2.3% | -4.5% | +6.8% | +3.1% |
| 3M | +12.0% | -3.1% | +15.1% | +12.5% |
| 6M | +10.5% | +4.2% | +6.2% | +9.5% |
| YTD | +30.4% | -0.1% | +30.5% | +30.1% |
| 1Y | +52.1% | -3.0% | +55.2% | +52.4% |
| 3Y | +77.8% | +41.8% | +36.0% | +64.8% |
| 5Y | +82.9% | -1.3% | +84.2% | +79.4% |
| All | +192.5% | +128.2% | +64.3% | +107.1% |
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