+875.1%
JCI vs XYL
+449.8%
+425.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +3.8% | -5.0% | +8.9% | +6.7% |
| 30D | -5.7% | -13.2% | +7.5% | +1.6% |
| 3M | -1.4% | -3.7% | +2.3% | +0.1% |
| 6M | +4.1% | -17.7% | +21.8% | +14.8% |
| YTD | +21.7% | -21.5% | +43.3% | +36.8% |
| 1Y | +36.1% | -24.5% | +60.6% | +56.2% |
| 3Y | +154.4% | +6.9% | +147.5% | +139.6% |
| 5Y | +112.0% | -18.1% | +130.1% | +125.3% |
| 10Y | +322.2% | +134.7% | +187.5% | +168.3% |
| All | +875.1% | +449.8% | +425.3% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling