+930.5%
GILD vs XYL
+456.4%
+474.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -4.8% | +1.2% | -6.0% | -5.2% |
| 30D | +5.8% | -11.9% | +17.7% | +9.5% |
| 3M | +14.9% | -1.5% | +16.5% | +15.2% |
| 6M | -0.4% | -11.9% | +11.5% | +2.9% |
| YTD | +18.5% | -20.6% | +39.1% | +25.7% |
| 1Y | +25.1% | -23.5% | +48.6% | +34.0% |
| 3Y | +105.9% | +14.9% | +91.0% | +91.3% |
| 5Y | +143.0% | -15.3% | +158.3% | +143.0% |
| 10Y | +162.4% | +148.6% | +13.8% | +74.1% |
| All | +930.5% | +456.4% | +474.2% | +440.9% |
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