+135.3%
JPM vs XYL
-23.3%
+158.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | -3.7% | +7.2% | +5.1% |
| 30D | +3.3% | -8.3% | +11.6% | +5.9% |
| 3M | -4.2% | -21.4% | +17.2% | +4.8% |
| 6M | +16.4% | -12.9% | +29.3% | +21.1% |
| YTD | +9.5% | -30.1% | +39.6% | +25.1% |
| 1Y | +14.0% | -35.2% | +49.2% | +34.8% |
| 3Y | +153.1% | -0.8% | +153.8% | +141.6% |
| All | +135.3% | -23.3% | +158.6% | +135.3% |
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 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