-40.2%
CMCSA vs XYL
-23.3%
-16.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.2% | -3.7% | +6.9% | +4.3% |
| 30D | +19.5% | -8.3% | +27.9% | +22.1% |
| 3M | -2.4% | -21.4% | +19.0% | +4.4% |
| 6M | +3.8% | -12.9% | +16.8% | +7.6% |
| YTD | -5.4% | -30.1% | +24.7% | +4.2% |
| 1Y | +1.1% | -35.2% | +36.3% | +14.2% |
| 3Y | -27.1% | -0.8% | -26.4% | -30.4% |
| All | -40.2% | -23.3% | -16.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling