+114.5%
IBM vs XYL
-17.1%
+131.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | -0.3% | -5.0% | +4.8% | +1.2% |
| 30D | +0.3% | -13.2% | +13.5% | +4.3% |
| 3M | -21.6% | -3.7% | -17.9% | -20.8% |
| 6M | -4.7% | -17.7% | +13.0% | +0.3% |
| YTD | -19.1% | -21.5% | +2.4% | -13.7% |
| 1Y | -2.5% | -24.5% | +22.0% | +5.0% |
| 3Y | +74.2% | +6.9% | +67.2% | +68.7% |
| All | +114.5% | -17.1% | +131.7% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling