+1,407.0%
NXPI vs XYL
+449.8%
+957.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.7% |
| 7D | +1.9% | -5.0% | +7.0% | +5.6% |
| 30D | -1.4% | -13.2% | +11.8% | +8.6% |
| 3M | -29.1% | -3.7% | -25.3% | -27.9% |
| 6M | +6.2% | -17.7% | +23.9% | +20.2% |
| YTD | +5.9% | -21.5% | +27.4% | +22.6% |
| 1Y | +2.9% | -24.5% | +27.4% | +22.6% |
| 3Y | +14.5% | +6.9% | +7.6% | +5.2% |
| 5Y | +17.1% | -18.1% | +35.1% | +28.0% |
| 10Y | +193.4% | +134.7% | +58.6% | +49.3% |
| All | +1,407.0% | +449.8% | +957.2% | +312.1% |
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 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