+110.3%
JCI vs XYL
-15.4%
+125.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +4.1% | +0.8% | +3.2% | +3.5% |
| 30D | -3.8% | -10.8% | +7.0% | +2.5% |
| 3M | -1.6% | -2.5% | +0.9% | -0.9% |
| 6M | +9.5% | -12.2% | +21.7% | +17.0% |
| YTD | +21.7% | -20.1% | +41.8% | +36.2% |
| 1Y | +37.1% | -20.6% | +57.8% | +54.1% |
| 3Y | +165.2% | +17.3% | +147.8% | +132.4% |
| 5Y | +110.3% | -14.5% | +124.8% | +122.8% |
| All | +110.3% | -15.4% | +125.7% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling