+52.1%
JNJ vs XYL
-21.4%
+73.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | +1.2% | -4.7% | -3.5% |
| 30D | +2.3% | -11.9% | +14.3% | +3.0% |
| 3M | +12.0% | -1.5% | +13.5% | +12.4% |
| 6M | +10.5% | -11.9% | +22.4% | +11.2% |
| YTD | +30.4% | -20.6% | +51.0% | +31.2% |
| 1Y | +52.1% | -23.5% | +75.6% | +50.4% |
| All | +52.1% | -21.4% | +73.6% | +50.4% |
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