-44.6%
INFY vs XYL
-16.2%
-28.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -5.4% | +1.2% | -6.6% | -5.8% |
| 30D | -9.9% | -11.9% | +2.1% | -5.9% |
| 3M | -4.6% | -1.5% | -3.0% | -4.1% |
| 6M | -18.5% | -11.9% | -6.6% | -15.2% |
| YTD | -36.5% | -20.6% | -16.0% | -31.8% |
| 1Y | -32.8% | -23.5% | -9.2% | -26.7% |
| 3Y | -32.2% | +14.9% | -47.1% | -37.8% |
| All | -44.6% | -16.2% | -28.4% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling