+897.1%
ADBE vs XYL
+466.0%
+431.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -4.9% |
| 7D | -10.1% | +1.8% | -11.9% | -10.8% |
| 30D | -3.0% | -9.2% | +6.2% | +1.4% |
| 3M | +5.0% | -0.3% | +5.3% | +4.8% |
| 6M | -9.3% | -11.0% | +1.7% | -5.1% |
| YTD | -26.5% | -19.2% | -7.3% | -19.8% |
| 1Y | -28.3% | -21.2% | -7.1% | -20.9% |
| 3Y | -54.1% | +18.6% | -72.7% | -59.7% |
| 5Y | -61.2% | -14.3% | -46.9% | -60.7% |
| 10Y | +152.5% | +141.0% | +11.5% | +48.3% |
| All | +897.1% | +466.0% | +431.1% | +276.8% |
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