+4,391.7%
XOM vs JNJ
+8,585.6%
-4,193.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | 0.0% | -3.0% | +3.0% | +1.2% |
| 30D | +3.4% | +2.5% | +0.9% | +2.3% |
| 3M | +11.0% | +13.2% | -2.2% | +5.3% |
| 6M | +10.6% | +11.3% | -0.7% | +5.4% |
| YTD | +39.2% | +31.1% | +8.1% | +24.0% |
| 1Y | +52.7% | +54.3% | -1.6% | +27.1% |
| 3Y | +56.8% | +81.1% | -24.4% | +20.8% |
| 5Y | +261.8% | +82.7% | +179.1% | +174.1% |
| 10Y | +191.3% | +196.5% | -5.2% | +79.1% |
| All | +4,391.7% | +8,585.6% | -4,193.9% | +928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling