+376.2%
CSCO vs XYL
+143.3%
+232.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.3% |
| 7D | -0.5% | +1.8% | -2.3% | -1.3% |
| 30D | -10.1% | -9.2% | -0.9% | -6.3% |
| 3M | -11.7% | -0.3% | -11.5% | -12.1% |
| 6M | +40.1% | -11.0% | +51.1% | +46.1% |
| YTD | +43.8% | -19.2% | +63.0% | +56.0% |
| 1Y | +66.6% | -21.2% | +87.8% | +82.3% |
| 3Y | +108.5% | +18.6% | +89.9% | +84.1% |
| 5Y | +114.0% | -14.3% | +128.3% | +115.5% |
| All | +376.2% | +143.3% | +232.9% | +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