+842.2%
ADBE vs XYL
+389.9%
+452.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | -3.7% | +5.3% | +3.4% |
| 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% | +8.5% |
| YTD | -30.5% | -30.1% | -0.5% | -19.5% |
| 1Y | -27.1% | -35.2% | +8.0% | -12.4% |
| 3Y | -58.8% | -0.8% | -58.1% | -60.9% |
| 5Y | -63.0% | -23.2% | -39.8% | -60.9% |
| 10Y | +134.5% | +101.2% | +33.2% | +49.0% |
| All | +842.2% | +389.9% | +452.3% | +278.2% |
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 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