+82.7%
JNJ vs XRT
-2.4%
+85.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.6% |
| 7D | -3.0% | -2.4% | -0.5% | -2.8% |
| 30D | +2.5% | -6.9% | +9.5% | +3.1% |
| 3M | +13.2% | -0.4% | +13.7% | +13.3% |
| 6M | +11.3% | +2.2% | +9.0% | +11.0% |
| YTD | +31.1% | -0.7% | +31.8% | +31.1% |
| 1Y | +54.3% | -2.0% | +56.3% | +54.3% |
| 3Y | +81.1% | +41.0% | +40.1% | +75.3% |
| 5Y | +82.7% | -3.3% | +86.0% | +75.6% |
| All | +82.7% | -2.4% | +85.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling