+15.1%
BAX vs XYL
+394.7%
-379.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -0.6% | -5.9% | +5.3% | +1.2% |
| 30D | +6.3% | -7.3% | +13.6% | +8.2% |
| 3M | -4.6% | -22.5% | +17.9% | +2.6% |
| 6M | +50.4% | -14.4% | +64.8% | +56.6% |
| YTD | +38.0% | -29.4% | +67.4% | +52.1% |
| 1Y | +44.6% | -35.6% | +80.2% | +63.9% |
| 3Y | -15.1% | +0.3% | -15.4% | -17.7% |
| 5Y | -63.3% | -22.3% | -41.0% | -62.3% |
| 10Y | -34.4% | +103.2% | -137.6% | -51.2% |
| All | +15.1% | +394.7% | -379.6% | -31.7% |
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