+27.6%
ILMN vs XYL
+141.5%
-113.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -4.8% |
| 7D | +1.9% | +1.8% | +0.1% | +0.9% |
| 30D | +12.3% | -9.2% | +21.5% | +18.0% |
| 3M | +33.5% | -0.3% | +33.8% | +32.8% |
| 6M | +69.4% | -11.0% | +80.3% | +78.1% |
| YTD | +60.9% | -19.2% | +80.1% | +76.7% |
| 1Y | +115.0% | -21.2% | +136.2% | +139.2% |
| 3Y | +37.0% | +18.6% | +18.4% | +19.7% |
| 5Y | -53.1% | -14.3% | -38.8% | -52.8% |
| 10Y | +27.6% | +141.0% | -113.5% | -23.6% |
| All | +27.6% | +141.5% | -113.9% | -23.6% |
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