+52.1%
JNJ vs XYZ
+7.1%
+45.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -4.3% | +0.8% | -3.7% |
| 30D | +2.3% | +1.2% | +1.1% | +2.4% |
| 3M | +12.0% | +14.6% | -2.7% | +12.8% |
| 6M | +10.5% | +22.6% | -12.1% | +11.3% |
| YTD | +30.4% | +21.7% | +8.7% | +31.3% |
| 1Y | +52.1% | +6.7% | +45.4% | +53.1% |
| All | +52.1% | +7.1% | +45.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling