+3,465.2%
ASML vs XYL
+420.4%
+3,044.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.8% |
| 7D | -19.0% | +10.2% | -29.3% | -23.6% |
| 30D | -25.9% | -4.3% | -21.6% | -25.5% |
| 3M | -19.1% | -17.8% | -1.2% | -11.4% |
| 6M | -5.7% | -13.4% | +7.6% | -0.6% |
| YTD | +27.6% | -25.7% | +53.3% | +46.8% |
| 1Y | +30.8% | -32.7% | +63.4% | +59.3% |
| 3Y | +116.2% | +7.1% | +109.1% | +99.9% |
| 5Y | +67.7% | -18.7% | +86.4% | +77.9% |
| 10Y | +1,355.3% | +138.7% | +1,216.6% | +805.2% |
| All | +3,465.2% | +420.4% | +3,044.8% | +1,483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling