+20.6%
NXPI vs XYL
-16.2%
+36.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.2% |
| 7D | +3.9% | +1.2% | +2.7% | +2.9% |
| 30D | +1.4% | -11.9% | +13.3% | +10.5% |
| 3M | -21.5% | -1.5% | -20.0% | -21.7% |
| 6M | +19.4% | -11.9% | +31.3% | +28.5% |
| YTD | +9.9% | -20.6% | +30.5% | +26.3% |
| 1Y | +7.9% | -23.5% | +31.4% | +27.7% |
| 3Y | +22.7% | +14.9% | +7.8% | +4.4% |
| All | +20.6% | -16.2% | +36.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling