+366.7%
QCOM vs XYL
+449.8%
-83.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.2% |
| 7D | +3.3% | -5.0% | +8.4% | +6.1% |
| 30D | +7.7% | -13.2% | +20.9% | +15.8% |
| 3M | -30.1% | -3.7% | -26.3% | -29.0% |
| 6M | +22.8% | -17.7% | +40.5% | +35.2% |
| YTD | +0.2% | -21.5% | +21.7% | +12.5% |
| 1Y | +7.9% | -24.5% | +32.3% | +23.6% |
| 3Y | +55.8% | +6.9% | +48.9% | +48.0% |
| 5Y | +30.1% | -18.1% | +48.1% | +38.4% |
| 10Y | +248.9% | +134.7% | +114.2% | +131.3% |
| All | +366.7% | +449.8% | -83.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling