+13.1%
TEVA vs XYL
+456.4%
-443.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +1.0% | -11.9% | +12.9% | +6.0% |
| 3M | +7.3% | -1.5% | +8.9% | +7.4% |
| 6M | +21.7% | -11.9% | +33.6% | +26.9% |
| YTD | +18.8% | -20.6% | +39.4% | +28.5% |
| 1Y | +86.5% | -23.5% | +110.0% | +104.8% |
| 3Y | +269.4% | +14.9% | +254.6% | +235.4% |
| 5Y | +303.6% | -15.3% | +318.9% | +305.2% |
| 10Y | -22.9% | +148.6% | -171.6% | -46.5% |
| All | +13.1% | +456.4% | -443.3% | -33.3% |
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