-5.7%
ASML vs XYL
-13.2%
+7.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -9.4% |
| 7D | -19.0% | +10.2% | -29.3% | -18.6% |
| 30D | -25.9% | -4.3% | -21.6% | -25.9% |
| 3M | -19.1% | -17.8% | -1.2% | -15.9% |
| 6M | -5.7% | -13.4% | +7.6% | -6.8% |
| All | -5.7% | -13.2% | +7.4% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling