+86.4%
ASML vs XYL
-20.5%
+106.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 3M | -13.0% | -17.2% | +4.2% | -3.4% |
| 6M | -4.7% | -12.0% | +7.3% | +0.1% |
| YTD | +42.3% | -26.3% | +68.6% | +69.6% |
| 1Y | +49.7% | -33.5% | +83.2% | +92.9% |
| 3Y | +144.3% | +6.4% | +137.9% | +112.3% |
| 5Y | +86.4% | -20.9% | +107.3% | +95.3% |
| All | +86.4% | -20.5% | +106.8% | +95.3% |
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 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