-63.2%
ADBE vs XYL
-23.3%
-39.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | -3.7% | +5.3% | +3.3% |
| 30D | +1.0% | -8.3% | +9.3% | +4.5% |
| 3M | -10.1% | -21.4% | +11.3% | -0.1% |
| 6M | +3.0% | -12.9% | +15.9% | +8.6% |
| YTD | -30.5% | -30.1% | -0.5% | -19.2% |
| 1Y | -27.1% | -35.2% | +8.0% | -11.7% |
| 3Y | -58.8% | -0.8% | -58.1% | -62.9% |
| All | -63.2% | -23.3% | -39.8% | -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 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