+39.3%
ASML vs XYL
-34.3%
+73.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.4% |
| 7D | -9.0% | +5.9% | -14.9% | -10.2% |
| 30D | -21.0% | -3.9% | -17.0% | -21.3% |
| 3M | -16.3% | -18.7% | +2.4% | -9.6% |
| 6M | -7.5% | -16.9% | +9.3% | -3.0% |
| YTD | +34.0% | -27.4% | +61.3% | +48.6% |
| 1Y | +39.3% | -34.0% | +73.3% | +62.4% |
| All | +39.3% | -34.3% | +73.6% | +62.4% |
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