+56.7%
BDX vs XYL
+150.5%
-93.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -2.5% | -11.9% | +9.4% | +1.2% |
| 3M | +21.4% | -1.5% | +23.0% | +21.9% |
| 6M | +10.4% | -11.9% | +22.3% | +14.3% |
| YTD | +18.8% | -20.6% | +39.4% | +26.5% |
| 1Y | +21.7% | -23.5% | +45.2% | +31.0% |
| 3Y | -10.0% | +14.9% | -24.8% | -16.3% |
| 5Y | -1.8% | -15.3% | +13.5% | -1.1% |
| All | +56.7% | +150.5% | -93.8% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling