+1,159.9%
NOC vs XYL
+449.8%
+710.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | -5.2% | -5.0% | -0.1% | -3.6% |
| 30D | -7.2% | -13.2% | +6.0% | -2.9% |
| 3M | -5.1% | -3.7% | -1.4% | -4.3% |
| 6M | -31.1% | -17.7% | -13.4% | -27.0% |
| YTD | -8.6% | -21.5% | +12.9% | -2.0% |
| 1Y | -9.7% | -24.5% | +14.8% | -2.0% |
| 3Y | +24.3% | +6.9% | +17.3% | +16.8% |
| 5Y | +52.6% | -18.1% | +70.7% | +54.8% |
| 10Y | +183.6% | +134.7% | +48.9% | +86.1% |
| All | +1,159.9% | +449.8% | +710.2% | +531.4% |
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