+151.4%
ADBE vs XYL
+150.5%
+1.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -5.4% | +1.2% | -6.6% | -6.0% |
| 30D | -2.5% | -11.9% | +9.4% | +3.5% |
| 3M | +15.3% | -1.5% | +16.8% | +15.9% |
| 6M | -7.8% | -11.9% | +4.1% | -3.0% |
| YTD | -27.9% | -20.6% | -7.4% | -20.6% |
| 1Y | -28.0% | -23.5% | -4.5% | -19.4% |
| 3Y | -55.3% | +14.9% | -70.2% | -60.5% |
| 5Y | -61.7% | -15.3% | -46.4% | -61.4% |
| All | +151.4% | +150.5% | +1.0% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling