+192.5%
JNJ vs XYL
+150.5%
+42.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | +1.2% | -4.7% | -3.8% |
| 30D | +2.3% | -11.9% | +14.3% | +5.3% |
| 3M | +12.0% | -1.5% | +13.5% | +12.1% |
| 6M | +10.5% | -11.9% | +22.4% | +13.3% |
| YTD | +30.4% | -20.6% | +51.0% | +36.6% |
| 1Y | +52.1% | -23.5% | +75.6% | +60.8% |
| 3Y | +77.8% | +14.9% | +63.0% | +65.7% |
| 5Y | +82.9% | -15.3% | +98.2% | +83.2% |
| All | +192.5% | +150.5% | +42.0% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling