+606.7%
AVGO vs XYL
-23.7%
+630.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +6.1% |
| 7D | +25.0% | -6.0% | +31.0% | +28.6% |
| 30D | +2.0% | -8.3% | +10.3% | +4.4% |
| 3M | -12.3% | -22.6% | +10.3% | -1.5% |
| 6M | -12.8% | -15.0% | +2.2% | -8.2% |
| YTD | +5.9% | -30.2% | +36.0% | +24.2% |
| 1Y | +3.3% | -36.4% | +39.7% | +28.6% |
| 3Y | +293.1% | -0.9% | +294.0% | +269.7% |
| 5Y | +606.7% | -23.4% | +630.1% | +663.0% |
| All | +606.7% | -23.7% | +630.4% | +663.0% |
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