+488.0%
ABT vs XYL
+389.9%
+98.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -3.7% | +2.4% | 0.0% |
| 30D | +6.0% | -8.3% | +14.4% | +8.7% |
| 3M | -1.9% | -21.4% | +19.6% | +6.0% |
| 6M | +31.2% | -12.9% | +44.1% | +36.5% |
| YTD | -11.2% | -30.1% | +18.8% | -1.0% |
| 1Y | -14.0% | -35.2% | +21.2% | -1.4% |
| 3Y | +20.7% | -0.8% | +21.4% | +15.7% |
| 5Y | -6.7% | -23.2% | +16.6% | -3.8% |
| 10Y | +226.3% | +101.2% | +125.1% | +130.5% |
| All | +488.0% | +389.9% | +98.1% | +237.0% |
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