+318.9%
BDX vs XYL
+449.8%
-130.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -2.5% | -5.0% | +2.5% | -1.0% |
| 30D | +8.3% | -13.2% | +21.5% | +12.8% |
| 3M | +24.4% | -3.7% | +28.1% | +25.7% |
| 6M | +9.2% | -17.7% | +26.9% | +15.3% |
| YTD | +22.7% | -21.5% | +44.2% | +30.8% |
| 1Y | +25.9% | -24.5% | +50.4% | +35.7% |
| 3Y | -10.5% | +6.9% | -17.4% | -14.4% |
| 5Y | +1.9% | -18.1% | +20.0% | +3.6% |
| 10Y | +58.7% | +134.7% | -76.0% | +12.8% |
| All | +318.9% | +449.8% | -130.9% | +139.1% |
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