+161.9%
BP vs XYL
+449.8%
-287.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.4% |
| 7D | +3.9% | -5.0% | +9.0% | +6.2% |
| 30D | +7.6% | -13.2% | +20.8% | +14.1% |
| 3M | +0.7% | -3.7% | +4.4% | +1.3% |
| 6M | +15.5% | -17.7% | +33.2% | +23.8% |
| YTD | +30.8% | -21.5% | +52.4% | +42.8% |
| 1Y | +34.3% | -24.5% | +58.8% | +48.9% |
| 3Y | +35.1% | +6.9% | +28.1% | +24.0% |
| 5Y | +126.8% | -18.1% | +144.9% | +130.7% |
| 10Y | +123.4% | +134.7% | -11.4% | +31.0% |
| All | +161.9% | +449.8% | -287.9% | +9.7% |
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