+1,793.2%
ENTG vs XYL
+389.9%
+1,403.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.9% |
| 7D | +15.2% | -3.7% | +18.9% | +18.1% |
| 30D | -3.6% | -8.3% | +4.7% | -1.2% |
| 3M | -10.0% | -21.4% | +11.5% | +2.9% |
| 6M | +1.8% | -12.9% | +14.7% | +7.3% |
| YTD | +75.5% | -30.1% | +105.6% | +115.5% |
| 1Y | +82.4% | -35.2% | +117.6% | +137.1% |
| 3Y | +58.5% | -0.8% | +59.3% | +55.5% |
| 5Y | +0.4% | -23.2% | +23.6% | +15.9% |
| 10Y | +759.6% | +101.2% | +658.4% | +430.1% |
| All | +1,793.2% | +389.9% | +1,403.4% | +583.7% |
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