+125.9%
IBM vs XYL
+449.8%
-323.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -0.3% | -5.0% | +4.8% | +1.7% |
| 30D | +0.3% | -13.2% | +13.5% | +5.9% |
| 3M | -21.6% | -3.7% | -17.9% | -20.6% |
| 6M | -4.7% | -17.7% | +13.0% | +2.2% |
| YTD | -19.1% | -21.5% | +2.4% | -11.7% |
| 1Y | -2.5% | -24.5% | +22.0% | +7.9% |
| 3Y | +74.2% | +6.9% | +67.2% | +64.6% |
| 5Y | +113.1% | -18.1% | +131.2% | +119.2% |
| 10Y | +133.5% | +134.7% | -1.2% | +53.0% |
| All | +125.9% | +449.8% | -323.9% | +13.2% |
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