+46.6%
ASML vs XYL
-33.6%
+80.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.9% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | -14.9% | -3.4% | -11.5% | -15.1% |
| 3M | -13.0% | -17.2% | +4.2% | -6.4% |
| 6M | -4.7% | -12.0% | +7.3% | -3.1% |
| YTD | +42.3% | -26.3% | +68.6% | +57.3% |
| All | +46.6% | -33.6% | +80.1% | +72.3% |
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