+16.3%
NXPI vs XYL
+18.1%
-1.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -3.6% |
| 7D | +0.7% | +1.8% | -1.1% | -0.6% |
| 30D | -6.6% | -9.2% | +2.6% | -1.0% |
| 3M | -25.4% | -0.3% | -25.1% | -26.3% |
| 6M | +11.9% | -11.0% | +22.9% | +18.9% |
| YTD | +4.0% | -19.2% | +23.2% | +16.9% |
| 1Y | +1.0% | -21.2% | +22.2% | +15.9% |
| 3Y | +16.3% | +18.6% | -2.3% | -3.1% |
| All | +16.3% | +18.1% | -1.8% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling