+707.0%
ILMN vs XYL
+408.9%
+298.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.5% |
| 7D | -9.7% | +5.9% | -15.6% | -12.5% |
| 30D | -20.4% | -3.9% | -16.5% | -20.4% |
| 3M | +10.0% | -18.7% | +28.7% | +19.2% |
| 6M | +49.5% | -16.9% | +66.3% | +59.0% |
| YTD | +62.5% | -27.4% | +89.9% | +83.3% |
| 1Y | +76.0% | -34.0% | +110.0% | +108.7% |
| 3Y | +94.2% | +5.6% | +88.6% | +77.8% |
| 5Y | -46.3% | -20.6% | -25.8% | -44.4% |
| 10Y | +62.7% | +133.4% | -70.7% | -3.3% |
| All | +707.0% | +408.9% | +298.1% | +265.2% |
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