+251.9%
QCOM vs XYL
+100.1%
+151.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +1.0% |
| 7D | +13.0% | -6.0% | +19.0% | +16.9% |
| 30D | +0.2% | -8.3% | +8.5% | +3.3% |
| 3M | +9.2% | -22.6% | +31.8% | +24.4% |
| 6M | -15.0% | -15.0% | 0.0% | -8.7% |
| YTD | +5.2% | -30.2% | +35.4% | +25.8% |
| 1Y | +2.4% | -36.4% | +38.7% | +29.6% |
| 3Y | +52.0% | -0.9% | +52.8% | +45.8% |
| 5Y | +19.7% | -23.4% | +43.1% | +30.5% |
| All | +251.9% | +100.1% | +151.8% | +130.1% |
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 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