+1,395.4%
ASML vs XYL
+129.0%
+1,266.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +6.3% |
| 7D | -9.0% | +5.9% | -14.9% | -12.5% |
| 30D | -21.0% | -3.9% | -17.0% | -20.9% |
| 3M | -16.3% | -18.7% | +2.4% | -7.2% |
| 6M | -7.5% | -16.9% | +9.3% | +0.3% |
| YTD | +34.0% | -27.4% | +61.3% | +58.0% |
| 1Y | +39.3% | -34.0% | +73.3% | +74.7% |
| 3Y | +128.9% | +5.6% | +123.3% | +109.8% |
| 5Y | +76.1% | -20.6% | +96.6% | +87.9% |
| All | +1,395.4% | +129.0% | +1,266.4% | +928.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling