+238.8%
CMCSA vs XYL
+449.8%
-211.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -2.1% | -5.0% | +2.9% | -0.2% |
| 30D | +7.0% | -13.2% | +20.2% | +12.6% |
| 3M | +15.1% | -3.7% | +18.8% | +16.4% |
| 6M | -15.4% | -17.7% | +2.3% | -9.6% |
| YTD | -1.9% | -21.5% | +19.6% | +6.2% |
| 1Y | -12.7% | -24.5% | +11.8% | -4.2% |
| 3Y | -31.0% | +6.9% | -37.9% | -34.9% |
| 5Y | -46.1% | -18.1% | -28.0% | -45.0% |
| 10Y | +10.8% | +134.7% | -123.9% | -25.3% |
| All | +238.8% | +449.8% | -211.0% | +76.2% |
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