+93.9%
ILMN vs XYL
-30.7%
+124.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -4.5% |
| 7D | -21.6% | +14.5% | -36.1% | -21.2% |
| 30D | -22.9% | -1.3% | -21.5% | -22.5% |
| 3M | +11.6% | -17.0% | +28.6% | +15.1% |
| 6M | +62.5% | -11.3% | +73.9% | +65.4% |
| YTD | +72.7% | -25.0% | +97.7% | +70.9% |
| 1Y | +93.9% | -31.5% | +125.4% | +107.0% |
| All | +93.9% | -30.7% | +124.6% | +107.0% |
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