+9.8%
BAX vs XYL
-23.4%
+33.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.1% |
| 7D | -1.1% | -5.0% | +3.9% | +1.5% |
| 30D | -5.5% | -13.2% | +7.8% | +1.6% |
| 3M | +33.5% | -3.7% | +37.2% | +35.2% |
| 6M | +35.9% | -17.7% | +53.5% | +47.6% |
| YTD | +35.4% | -21.5% | +56.9% | +47.5% |
| 1Y | +9.8% | -24.5% | +34.2% | +24.5% |
| All | +9.8% | -23.4% | +33.1% | +24.5% |
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