+100.9%
JNJ vs XYL
-23.3%
+124.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | -3.7% | +7.2% | +3.9% |
| 30D | +12.5% | -8.3% | +20.9% | +13.4% |
| 3M | +9.6% | -21.4% | +31.0% | +12.3% |
| 6M | +25.3% | -12.9% | +38.3% | +26.8% |
| YTD | +40.3% | -30.1% | +70.4% | +45.4% |
| 1Y | +49.6% | -35.2% | +84.8% | +56.7% |
| 3Y | +110.8% | -0.8% | +111.6% | +104.3% |
| All | +100.9% | -23.3% | +124.3% | +91.8% |
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