+86.5%
TEVA vs XYL
-21.4%
+107.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +2.0% | +1.2% | +0.8% | +1.7% |
| 30D | +1.0% | -11.9% | +12.9% | +3.8% |
| 3M | +7.3% | -1.5% | +8.9% | +6.6% |
| 6M | +21.7% | -11.9% | +33.6% | +24.8% |
| YTD | +18.8% | -20.6% | +39.4% | +23.0% |
| 1Y | +86.5% | -23.5% | +110.0% | +97.2% |
| All | +86.5% | -21.4% | +107.9% | +97.2% |
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 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