+46.1%
ASML vs XYL
-30.7%
+76.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -4.6% |
| 7D | -10.0% | +14.5% | -24.5% | -12.9% |
| 30D | -19.4% | -1.3% | -18.1% | -20.1% |
| 3M | -12.5% | -17.0% | +4.5% | -5.5% |
| 6M | +8.2% | -11.3% | +19.6% | +10.4% |
| YTD | +40.7% | -25.0% | +65.7% | +55.1% |
| 1Y | +46.1% | -31.5% | +77.7% | +69.2% |
| All | +46.1% | -30.7% | +76.8% | +69.2% |
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