+468.3%
ABT vs XYL
+466.0%
+2.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -3.6% |
| 7D | -3.1% | +1.8% | -4.9% | -3.8% |
| 30D | -2.1% | -9.2% | +7.1% | +1.1% |
| 3M | +17.4% | -0.3% | +17.7% | +17.3% |
| 6M | -2.4% | -11.0% | +8.6% | +1.1% |
| YTD | -14.2% | -19.2% | +5.0% | -8.4% |
| 1Y | -18.3% | -21.2% | +2.9% | -12.2% |
| 3Y | +11.5% | +18.6% | -7.1% | +0.8% |
| 5Y | -9.9% | -14.3% | +4.4% | -10.1% |
| 10Y | +204.4% | +141.0% | +63.3% | +103.4% |
| All | +468.3% | +466.0% | +2.3% | +211.5% |
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