+15,004.5%
AVGO vs XYL
+389.1%
+14,615.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +6.2% |
| 7D | +25.0% | -6.0% | +31.0% | +29.1% |
| 30D | +2.0% | -8.3% | +10.3% | +4.7% |
| 3M | -12.3% | -22.6% | +10.3% | -1.0% |
| 6M | -12.8% | -15.0% | +2.2% | -7.6% |
| YTD | +5.9% | -30.2% | +36.0% | +24.7% |
| 1Y | +3.3% | -36.4% | +39.7% | +28.8% |
| 3Y | +293.1% | -0.9% | +294.0% | +274.6% |
| 5Y | +606.7% | -23.4% | +630.1% | +663.8% |
| 10Y | +2,733.6% | +100.9% | +2,632.7% | +1,582.5% |
| All | +15,004.5% | +389.1% | +14,615.4% | +5,414.0% |
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 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