+92.9%
FTNT vs XYL
-21.4%
+114.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.7% |
| 7D | -0.1% | +1.2% | -1.3% | -0.1% |
| 30D | -3.0% | -11.9% | +9.0% | -3.4% |
| 3M | +7.6% | -1.5% | +9.1% | +7.6% |
| 6M | +87.0% | -11.9% | +98.9% | +85.8% |
| YTD | +96.5% | -20.6% | +117.1% | +96.1% |
| 1Y | +92.9% | -23.5% | +116.5% | +89.7% |
| All | +92.9% | -21.4% | +114.4% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling