+335.7%
CSCO vs XYL
+100.1%
+235.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | +6.6% | -6.0% | +12.6% | +9.3% |
| 30D | -11.3% | -8.3% | -3.1% | -9.1% |
| 3M | -17.3% | -22.6% | +5.3% | -8.9% |
| 6M | +3.5% | -15.0% | +18.6% | +9.0% |
| YTD | +34.9% | -30.2% | +65.1% | +53.7% |
| 1Y | +40.5% | -36.4% | +76.9% | +66.9% |
| 3Y | +109.3% | -0.9% | +110.1% | +97.5% |
| 5Y | +105.9% | -23.4% | +129.2% | +114.6% |
| All | +335.7% | +100.1% | +235.6% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling