+272.3%
INTC vs XYL
+389.9%
-117.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -3.7% | +9.7% | +7.9% |
| 30D | -39.2% | -8.3% | -30.9% | -38.1% |
| 3M | -42.9% | -21.4% | -21.5% | -37.4% |
| 6M | -50.4% | -12.9% | -37.5% | -48.9% |
| YTD | +61.7% | -30.1% | +91.8% | +85.8% |
| 1Y | +66.1% | -35.2% | +101.3% | +98.7% |
| 3Y | +58.1% | -0.8% | +58.9% | +51.8% |
| 5Y | +27.9% | -23.2% | +51.1% | +36.4% |
| 10Y | +111.1% | +101.2% | +9.9% | +40.4% |
| All | +272.3% | +389.9% | -117.5% | +76.5% |
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