+1,504.8%
ASML vs XYL
+129.6%
+1,375.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.3% |
| 7D | -0.8% | +2.1% | -2.9% | -2.3% |
| 30D | -14.9% | -3.4% | -11.5% | -15.0% |
| 3M | -13.0% | -17.2% | +4.2% | -4.5% |
| 6M | -4.7% | -12.0% | +7.3% | -0.2% |
| YTD | +42.3% | -26.3% | +68.6% | +66.4% |
| 1Y | +49.7% | -33.5% | +83.2% | +87.1% |
| 3Y | +144.3% | +6.4% | +137.9% | +123.1% |
| 5Y | +86.4% | -20.9% | +107.3% | +99.3% |
| 10Y | +1,504.8% | +120.8% | +1,384.0% | +967.0% |
| All | +1,504.8% | +129.6% | +1,375.3% | +967.0% |
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