+15,150.9%
AVGO vs XYL
+466.0%
+14,684.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.3% |
| 7D | -0.3% | +1.8% | -2.1% | -1.4% |
| 30D | -13.8% | -9.2% | -4.6% | -9.1% |
| 3M | -6.9% | -0.3% | -6.7% | -7.8% |
| 6M | +11.9% | -11.0% | +22.9% | +18.3% |
| YTD | +6.9% | -19.2% | +26.1% | +18.7% |
| 1Y | +7.4% | -21.2% | +28.6% | +21.1% |
| 3Y | +345.6% | +18.6% | +327.0% | +291.6% |
| 5Y | +718.9% | -14.3% | +733.2% | +749.2% |
| 10Y | +2,755.4% | +141.0% | +2,614.3% | +1,459.7% |
| All | +15,150.9% | +466.0% | +14,684.9% | +5,146.1% |
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