+33.3%
JCI vs XYL
-21.7%
+54.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | -7.7% | -13.2% | +5.4% | -2.3% |
| 3M | +2.8% | -0.2% | +2.9% | +1.3% |
| 6M | +7.2% | -12.5% | +19.7% | +11.8% |
| YTD | +20.0% | -20.9% | +40.8% | +26.6% |
| 1Y | +33.3% | -21.6% | +54.8% | +42.5% |
| All | +33.3% | -21.7% | +54.9% | +42.5% |
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