+4,581.2%
NFLX vs XYL
+449.8%
+4,131.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.5% |
| 7D | -4.2% | -5.0% | +0.8% | -2.2% |
| 30D | +5.5% | -13.2% | +18.7% | +11.5% |
| 3M | -4.1% | -3.7% | -0.3% | -3.1% |
| 6M | -20.7% | -17.7% | -3.0% | -14.8% |
| YTD | -16.5% | -21.5% | +5.0% | -9.1% |
| 1Y | -37.8% | -24.5% | -13.3% | -31.3% |
| 3Y | +77.9% | +6.9% | +71.0% | +65.4% |
| 5Y | +32.5% | -18.1% | +50.6% | +34.3% |
| 10Y | +703.6% | +134.7% | +568.8% | +394.8% |
| All | +4,581.2% | +449.8% | +4,131.5% | +1,870.8% |
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