+58.0%
ILMN vs XYL
+100.1%
-42.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +0.7% | -6.0% | +6.8% | +3.7% |
| 30D | -22.7% | -8.3% | -14.4% | -21.0% |
| 3M | +8.6% | -22.6% | +31.2% | +20.7% |
| 6M | +43.8% | -15.0% | +58.9% | +51.2% |
| YTD | +59.8% | -30.2% | +89.9% | +84.3% |
| 1Y | +71.8% | -36.4% | +108.2% | +108.4% |
| 3Y | +119.0% | -0.9% | +119.9% | +105.3% |
| 5Y | -43.8% | -23.4% | -20.5% | -41.4% |
| All | +58.0% | +100.1% | -42.1% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling