-61.5%
ADBE vs XYL
-15.4%
-46.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.4% |
| 7D | -8.9% | +0.8% | -9.8% | -9.3% |
| 30D | -6.6% | -10.8% | +4.2% | -1.4% |
| 3M | +7.1% | -2.5% | +9.7% | +8.2% |
| 6M | -9.8% | -12.2% | +2.4% | -4.8% |
| YTD | -27.2% | -20.1% | -7.1% | -19.8% |
| 1Y | -28.0% | -20.6% | -7.4% | -20.7% |
| 3Y | -54.5% | +17.3% | -71.8% | -62.1% |
| 5Y | -61.5% | -14.5% | -47.0% | -61.7% |
| All | -61.5% | -15.4% | -46.0% | -61.7% |
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