+1,680.7%
ENTG vs XYL
+449.8%
+1,230.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.6% |
| 7D | +2.8% | -5.0% | +7.9% | +6.7% |
| 30D | -4.7% | -13.2% | +8.5% | +5.5% |
| 3M | -0.7% | -3.7% | +3.0% | +1.1% |
| 6M | +7.7% | -17.7% | +25.4% | +23.4% |
| YTD | +65.1% | -21.5% | +86.6% | +94.1% |
| 1Y | +74.8% | -24.5% | +99.3% | +112.6% |
| 3Y | +36.9% | +6.9% | +30.0% | +32.1% |
| 5Y | +16.1% | -18.1% | +34.2% | +32.4% |
| 10Y | +740.3% | +134.7% | +605.6% | +385.2% |
| All | +1,680.7% | +449.8% | +1,230.9% | +515.8% |
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