+7.9%
QCOM vs XYL
-23.4%
+31.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | +3.3% | -5.0% | +8.4% | +5.7% |
| 30D | +7.7% | -13.2% | +20.9% | +14.7% |
| 3M | -30.1% | -3.7% | -26.3% | -29.8% |
| 6M | +22.8% | -17.7% | +40.5% | +30.3% |
| YTD | +0.2% | -21.5% | +21.7% | +6.6% |
| 1Y | +7.9% | -24.5% | +32.3% | +19.3% |
| All | +7.9% | -23.4% | +31.2% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling