+31.9%
NXPI vs XYL
-30.7%
+62.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.1% | +0.1% |
| 7D | +5.3% | +14.5% | -9.2% | +3.1% |
| 30D | +9.5% | -1.3% | +10.9% | +8.6% |
| 3M | +12.0% | -17.0% | +29.0% | +16.1% |
| 6M | -8.1% | -11.3% | +3.2% | -7.5% |
| YTD | +23.7% | -25.0% | +48.7% | +25.0% |
| 1Y | +31.9% | -31.5% | +63.5% | +51.1% |
| All | +31.9% | -30.7% | +62.6% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling