+1,661.2%
NXPI vs XYL
+389.9%
+1,271.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +6.8% | -3.7% | +10.5% | +9.4% |
| 30D | +20.0% | -8.3% | +28.4% | +24.7% |
| 3M | +14.8% | -21.4% | +36.2% | +32.3% |
| 6M | -10.5% | -12.9% | +2.5% | -4.7% |
| YTD | +23.7% | -30.1% | +53.8% | +51.5% |
| 1Y | +34.1% | -35.2% | +69.2% | +73.5% |
| 3Y | +51.2% | -0.8% | +52.0% | +43.0% |
| 5Y | +33.4% | -23.2% | +56.7% | +49.1% |
| 10Y | +209.2% | +101.2% | +108.0% | +71.7% |
| All | +1,661.2% | +389.9% | +1,271.3% | +409.0% |
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