+706.8%
JNJ vs XRT
+514.3%
+192.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +7.4% | -4.2% | +11.6% | +8.5% |
| 3M | +21.2% | +5.1% | +16.1% | +19.6% |
| 6M | +13.4% | +2.4% | +11.0% | +12.5% |
| YTD | +35.1% | +3.2% | +31.9% | +33.6% |
| 1Y | +57.4% | +1.5% | +55.9% | +56.0% |
| 3Y | +86.8% | +40.6% | +46.2% | +67.9% |
| 5Y | +80.8% | -1.0% | +81.8% | +74.0% |
| 10Y | +202.7% | +128.4% | +74.3% | +111.7% |
| All | +706.8% | +514.3% | +192.5% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling