+866.8%
CSCO vs XYL
+449.8%
+417.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.4% |
| 7D | -0.7% | -5.0% | +4.4% | +1.5% |
| 30D | -10.1% | -13.2% | +3.1% | -4.7% |
| 3M | -15.7% | -3.7% | -12.0% | -14.7% |
| 6M | +36.3% | -17.7% | +54.0% | +46.8% |
| YTD | +43.8% | -21.5% | +65.4% | +57.5% |
| 1Y | +63.9% | -24.5% | +88.4% | +82.1% |
| 3Y | +104.4% | +6.9% | +97.4% | +90.9% |
| 5Y | +111.4% | -18.1% | +129.4% | +116.8% |
| 10Y | +361.7% | +134.7% | +227.0% | +190.4% |
| All | +866.8% | +449.8% | +417.0% | +337.3% |
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 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