+540.9%
JNJ vs XYL
+466.0%
+74.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.9% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | +4.3% | -9.2% | +13.5% | +6.5% |
| 3M | +16.5% | -0.3% | +16.8% | +16.3% |
| 6M | +13.1% | -11.0% | +24.1% | +15.7% |
| YTD | +32.1% | -19.2% | +51.3% | +37.8% |
| 1Y | +54.5% | -21.2% | +75.7% | +61.9% |
| 3Y | +82.5% | +18.6% | +63.9% | +69.8% |
| 5Y | +80.0% | -14.3% | +94.3% | +79.3% |
| 10Y | +195.7% | +141.0% | +54.6% | +118.2% |
| All | +540.9% | +466.0% | +74.9% | +297.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling