+83.4%
JNJ vs XYL
-15.8%
+99.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +3.0% | -13.2% | +16.2% | +4.7% |
| 3M | +12.2% | -0.2% | +12.4% | +12.1% |
| 6M | +10.5% | -12.5% | +23.0% | +12.0% |
| YTD | +30.8% | -20.9% | +51.7% | +34.1% |
| 1Y | +54.9% | -21.6% | +76.5% | +58.9% |
| 3Y | +80.7% | +16.1% | +64.5% | +72.3% |
| 5Y | +83.4% | -15.6% | +99.0% | +76.1% |
| All | +83.4% | -15.8% | +99.2% | +76.1% |
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