+70.5%
ILMN vs XYL
+129.6%
-59.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.9% |
| 7D | -2.6% | +2.1% | -4.6% | -3.7% |
| 30D | -20.6% | -3.4% | -17.3% | -20.8% |
| 3M | +17.5% | -17.2% | +34.7% | +26.4% |
| 6M | +55.6% | -12.0% | +67.7% | +61.1% |
| YTD | +68.3% | -26.3% | +94.6% | +89.3% |
| 1Y | +81.1% | -33.5% | +114.6% | +115.3% |
| 3Y | +112.2% | +6.4% | +105.7% | +91.9% |
| 5Y | -42.6% | -20.9% | -21.7% | -41.0% |
| 10Y | +70.5% | +120.8% | -50.4% | +10.4% |
| All | +70.5% | +129.6% | -59.1% | +10.4% |
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