+108.6%
ASML vs XYL
-17.7%
+126.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.6% |
| 7D | +1.1% | -5.0% | +6.2% | +4.8% |
| 30D | +2.2% | -13.2% | +15.4% | +13.0% |
| 3M | -2.3% | -3.7% | +1.4% | -1.1% |
| 6M | +23.0% | -17.7% | +40.7% | +40.3% |
| YTD | +61.1% | -21.5% | +82.6% | +89.2% |
| 1Y | +129.1% | -24.5% | +153.6% | +177.0% |
| 3Y | +165.4% | +6.9% | +158.4% | +137.4% |
| All | +108.6% | -17.7% | +126.3% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling