+10.9%
QCOM vs XYL
-21.5%
+32.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +1.8% |
| 7D | +5.1% | +1.8% | +3.3% | +4.2% |
| 30D | +4.3% | -9.2% | +13.5% | +8.8% |
| 3M | -19.6% | -0.3% | -19.4% | -20.7% |
| 6M | +29.5% | -11.0% | +40.4% | +32.8% |
| YTD | +3.4% | -19.2% | +22.6% | +8.6% |
| 1Y | +10.9% | -21.2% | +32.1% | +20.8% |
| All | +10.9% | -21.5% | +32.4% | +20.8% |
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