+128.6%
INFY vs XYL
+459.9%
-331.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -8.7% | +0.8% | -9.5% | -9.0% |
| 30D | -13.0% | -10.8% | -2.1% | -9.2% |
| 3M | -8.8% | -2.5% | -6.2% | -8.1% |
| 6M | -22.6% | -12.2% | -10.4% | -19.2% |
| YTD | -37.3% | -20.1% | -17.3% | -32.4% |
| 1Y | -33.4% | -20.6% | -12.7% | -28.0% |
| 3Y | -32.3% | +17.3% | -49.6% | -38.2% |
| 5Y | -45.2% | -14.5% | -30.7% | -44.8% |
| 10Y | +80.0% | +150.2% | -70.2% | +16.3% |
| All | +128.6% | +459.9% | -331.3% | +5.8% |
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 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