+100.9%
JNJ vs XRT
-4.8%
+105.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +1.7% | +1.7% | +3.3% |
| 30D | +12.5% | +7.5% | +5.0% | +11.9% |
| 3M | +9.6% | +2.2% | +7.4% | +9.3% |
| 6M | +25.3% | +14.7% | +10.7% | +23.9% |
| YTD | +40.3% | +7.5% | +32.8% | +39.3% |
| 1Y | +49.6% | +14.1% | +35.5% | +47.9% |
| 3Y | +110.8% | +58.8% | +52.0% | +102.0% |
| All | +100.9% | -4.8% | +105.7% | +89.6% |
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