+263.7%
QCOM vs XYL
+141.5%
+122.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +1.4% |
| 7D | +5.1% | +1.8% | +3.3% | +3.9% |
| 30D | +4.3% | -9.2% | +13.5% | +10.2% |
| 3M | -19.6% | -0.3% | -19.4% | -20.0% |
| 6M | +29.5% | -11.0% | +40.4% | +37.6% |
| YTD | +3.4% | -19.2% | +22.6% | +15.7% |
| 1Y | +10.9% | -21.2% | +32.1% | +26.0% |
| 3Y | +74.8% | +18.6% | +56.2% | +54.1% |
| 5Y | +36.2% | -14.3% | +50.5% | +41.7% |
| 10Y | +263.7% | +141.0% | +122.7% | +127.6% |
| All | +263.7% | +141.5% | +122.2% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling