-29.0%
ADBE vs XYL
-21.7%
-7.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -12.9% | -1.2% | -11.7% | -12.7% |
| 30D | -5.6% | -13.2% | +7.5% | -4.2% |
| 3M | +6.6% | -0.2% | +6.8% | +8.4% |
| 6M | -9.6% | -12.5% | +2.9% | -8.1% |
| YTD | -28.9% | -20.9% | -8.0% | -26.5% |
| All | -29.0% | -21.7% | -7.3% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling