+552.0%
INTC vs XYL
+466.0%
+86.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.0% | +6.1% | +7.5% |
| 7D | +17.4% | +1.8% | +15.6% | +16.4% |
| 30D | +2.8% | -9.2% | +12.0% | +7.9% |
| 3M | -5.3% | -0.3% | -5.0% | -6.2% |
| 6M | +140.6% | -11.0% | +151.6% | +152.6% |
| YTD | +183.1% | -19.2% | +202.3% | +211.3% |
| 1Y | +326.8% | -21.2% | +348.0% | +375.5% |
| 3Y | +179.4% | +18.6% | +160.8% | +152.3% |
| 5Y | +111.7% | -14.3% | +126.0% | +119.2% |
| 10Y | +253.8% | +141.0% | +112.8% | +121.6% |
| All | +552.0% | +466.0% | +86.0% | +195.7% |
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