+27.7%
JCI vs XYL
-30.7%
+58.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.2% | -6.7% |
| 7D | -10.7% | +14.5% | -25.2% | -12.2% |
| 30D | -10.4% | -1.3% | -9.1% | -11.2% |
| 3M | -8.3% | -17.0% | +8.7% | -2.9% |
| 6M | -2.1% | -11.3% | +9.2% | -0.3% |
| YTD | +18.4% | -25.0% | +43.3% | +24.3% |
| 1Y | +27.7% | -31.5% | +59.2% | +45.7% |
| All | +27.7% | -30.7% | +58.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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