+1,690.6%
NXPI vs XYL
+394.7%
+1,295.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +4.2% |
| 7D | +1.7% | -5.9% | +7.6% | +5.8% |
| 30D | +19.7% | -7.3% | +27.0% | +23.3% |
| 3M | +14.5% | -22.5% | +37.0% | +33.3% |
| 6M | -11.2% | -14.4% | +3.2% | -4.3% |
| YTD | +25.8% | -29.4% | +55.2% | +53.0% |
| 1Y | +35.2% | -35.6% | +70.8% | +76.0% |
| 3Y | +52.3% | +0.3% | +52.0% | +43.0% |
| 5Y | +34.8% | -22.3% | +57.2% | +49.5% |
| 10Y | +214.4% | +103.2% | +111.2% | +73.4% |
| All | +1,690.6% | +394.7% | +1,295.9% | +414.1% |
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