+726.3%
ILMN vs XYL
+449.8%
+276.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.5% |
| 7D | +1.2% | -5.0% | +6.3% | +3.9% |
| 30D | +9.2% | -13.2% | +22.4% | +17.2% |
| 3M | +29.8% | -3.7% | +33.6% | +31.6% |
| 6M | +69.2% | -17.7% | +86.9% | +85.0% |
| YTD | +66.4% | -21.5% | +87.9% | +84.9% |
| 1Y | +123.4% | -24.5% | +147.9% | +153.2% |
| 3Y | +33.2% | +6.9% | +26.2% | +24.2% |
| 5Y | -52.0% | -18.1% | -33.9% | -49.9% |
| 10Y | +33.6% | +134.7% | -101.1% | -19.0% |
| All | +726.3% | +449.8% | +276.5% | +268.5% |
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