+48.4%
QCOM vs XYL
-0.5%
+48.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | -3.7% | +8.0% | +6.1% |
| 30D | -0.1% | -8.3% | +8.2% | +2.5% |
| 3M | +5.2% | -21.4% | +26.7% | +18.2% |
| 6M | -18.4% | -12.9% | -5.4% | -14.4% |
| YTD | +2.4% | -30.1% | +32.5% | +21.3% |
| 1Y | +0.9% | -35.2% | +36.0% | +26.0% |
| 3Y | +48.4% | -0.8% | +49.2% | +45.6% |
| All | +48.4% | -0.5% | +48.9% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling