+555.4%
JNJ vs XYL
+449.8%
+105.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | +2.7% | -5.0% | +7.7% | +3.9% |
| 30D | +7.4% | -13.2% | +20.6% | +10.8% |
| 3M | +21.2% | -3.7% | +24.9% | +22.0% |
| 6M | +13.4% | -17.7% | +31.1% | +18.1% |
| YTD | +35.1% | -21.5% | +56.7% | +41.9% |
| 1Y | +57.4% | -24.5% | +81.9% | +66.7% |
| 3Y | +86.8% | +6.9% | +79.8% | +78.3% |
| 5Y | +80.8% | -18.1% | +98.9% | +82.1% |
| 10Y | +202.7% | +134.7% | +68.0% | +124.8% |
| All | +555.4% | +449.8% | +105.6% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling