+46.0%
ASML vs XYL
-35.2%
+81.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | -2.9% | +0.6% | -3.4% | -3.0% |
| 30D | -15.2% | -5.7% | -9.5% | -15.0% |
| 3M | -12.9% | -19.8% | +6.9% | -5.6% |
| 6M | -5.0% | -14.2% | +9.2% | -3.0% |
| YTD | +41.8% | -28.1% | +69.9% | +57.5% |
| 1Y | +46.0% | -35.0% | +81.0% | +72.6% |
| All | +46.0% | -35.2% | +81.2% | +72.6% |
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