+113.3%
CSCO vs XYL
-17.7%
+131.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.2% |
| 7D | -0.7% | -5.0% | +4.4% | +1.1% |
| 30D | -10.1% | -13.2% | +3.1% | -5.8% |
| 3M | -15.7% | -3.7% | -12.0% | -14.9% |
| 6M | +36.3% | -17.7% | +54.0% | +44.9% |
| YTD | +43.8% | -21.5% | +65.4% | +55.0% |
| 1Y | +63.9% | -24.5% | +88.4% | +78.8% |
| 3Y | +104.4% | +6.9% | +97.4% | +91.5% |
| All | +113.3% | -17.7% | +131.0% | +102.5% |
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