-35.3%
CMCSA vs XYL
+16.4%
-51.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.3% |
| 7D | -8.3% | +0.8% | -9.1% | -8.5% |
| 30D | -2.4% | -10.8% | +8.4% | +0.5% |
| 3M | +4.5% | -2.5% | +7.1% | +5.2% |
| 6M | -18.8% | -12.2% | -6.6% | -16.2% |
| YTD | -8.9% | -20.1% | +11.1% | -4.2% |
| 1Y | -18.3% | -20.6% | +2.3% | -13.9% |
| All | -35.3% | +16.4% | -51.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling