+60.5%
XOM vs JNJ
+79.6%
-19.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | -3.5% | +7.6% | +4.9% |
| 30D | +4.6% | +2.3% | +2.3% | +4.0% |
| 3M | +14.0% | +12.0% | +2.0% | +11.2% |
| 6M | +11.0% | +10.5% | +0.5% | +8.5% |
| YTD | +40.7% | +30.4% | +10.3% | +32.7% |
| 1Y | +52.3% | +52.1% | +0.2% | +38.4% |
| 3Y | +60.5% | +77.8% | -17.3% | +37.4% |
| All | +60.5% | +79.6% | -19.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 3y: compounded portfolio wealth divided by compounded JNJ 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…
3y analysis · Full analysis span regression · 6 months rolling