+6.2%
NXPI vs XYL
-16.5%
+22.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.8% |
| 7D | +1.9% | -5.0% | +7.0% | +3.4% |
| 30D | -1.4% | -13.2% | +11.8% | +2.7% |
| 3M | -29.1% | -3.7% | -25.3% | -29.9% |
| 6M | +6.2% | -17.7% | +23.9% | +15.3% |
| All | +6.2% | -16.5% | +22.8% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling