+801.4%
BKNG vs XYL
+454.2%
+347.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -10.7% | -1.2% | -9.4% | -10.2% |
| 30D | -18.1% | -13.2% | -4.9% | -12.2% |
| 3M | +8.5% | -0.2% | +8.7% | +8.2% |
| 6M | -0.1% | -12.5% | +12.4% | +6.1% |
| YTD | -18.2% | -20.9% | +2.7% | -9.1% |
| 1Y | -19.9% | -21.6% | +1.7% | -10.6% |
| 3Y | +41.6% | +16.1% | +25.5% | +25.3% |
| 5Y | +93.1% | -15.6% | +108.7% | +97.3% |
| 10Y | +214.8% | +147.7% | +67.1% | +79.3% |
| All | +801.4% | +454.2% | +347.2% | +247.8% |
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 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