+1.8%
CMCSA vs XYL
-30.7%
+32.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | 0.0% | +3.9% |
| 7D | +15.2% | +14.5% | +0.7% | +12.1% |
| 30D | +17.0% | -1.3% | +18.3% | +16.4% |
| 3M | +1.2% | -17.0% | +18.2% | +3.9% |
| 6M | -5.5% | -11.3% | +5.8% | -3.7% |
| YTD | -6.5% | -25.0% | +18.4% | -5.3% |
| 1Y | +1.8% | -31.5% | +33.4% | +8.1% |
| All | +1.8% | -30.7% | +32.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling