+713.7%
ILMN vs XYL
+403.7%
+310.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.5% |
| 7D | -9.8% | +0.6% | -10.4% | -10.2% |
| 30D | -22.7% | -5.7% | -17.0% | -22.0% |
| 3M | +12.1% | -19.8% | +31.8% | +22.2% |
| 6M | +51.5% | -14.2% | +65.7% | +58.6% |
| YTD | +63.9% | -28.1% | +91.9% | +85.8% |
| 1Y | +76.6% | -35.0% | +111.6% | +110.9% |
| 3Y | +124.6% | +2.1% | +122.5% | +109.4% |
| 5Y | -42.7% | -22.1% | -20.6% | -40.1% |
| 10Y | +59.7% | +107.0% | -47.3% | +0.4% |
| All | +713.7% | +403.7% | +310.0% | +270.1% |
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