+30.9%
QCOM vs XYL
-17.7%
+48.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.4% |
| 7D | +3.3% | -5.0% | +8.4% | +6.7% |
| 30D | +7.7% | -13.2% | +20.9% | +17.5% |
| 3M | -30.1% | -3.7% | -26.3% | -28.9% |
| 6M | +22.8% | -17.7% | +40.5% | +37.5% |
| YTD | +0.2% | -21.5% | +21.7% | +14.8% |
| 1Y | +7.9% | -24.5% | +32.3% | +26.7% |
| 3Y | +55.8% | +6.9% | +48.9% | +43.3% |
| All | +30.9% | -17.7% | +48.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling