+357.5%
QCOM vs XYL
+408.9%
-51.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.6% |
| 7D | +0.4% | +5.9% | -5.5% | -2.6% |
| 30D | -6.6% | -3.9% | -2.7% | -6.1% |
| 3M | +3.7% | -18.7% | +22.4% | +13.6% |
| 6M | -13.3% | -16.9% | +3.5% | -6.5% |
| YTD | -1.8% | -27.4% | +25.6% | +13.0% |
| 1Y | -2.5% | -34.0% | +31.5% | +18.1% |
| 3Y | +47.0% | +5.6% | +41.4% | +38.5% |
| 5Y | +13.1% | -20.6% | +33.7% | +20.6% |
| 10Y | +224.7% | +133.4% | +91.3% | +115.2% |
| All | +357.5% | +408.9% | -51.4% | +133.2% |
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