-3.1%
BSX vs XYL
-15.8%
+12.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -8.2% | -1.2% | -7.0% | -7.9% |
| 30D | -15.8% | -13.2% | -2.6% | -12.1% |
| 3M | -10.8% | -0.2% | -10.7% | -11.0% |
| 6M | -38.4% | -12.5% | -25.9% | -36.1% |
| YTD | -54.8% | -20.9% | -33.9% | -51.9% |
| 1Y | -59.0% | -21.6% | -37.5% | -56.4% |
| 3Y | -20.0% | +16.1% | -36.1% | -27.4% |
| 5Y | -3.1% | -15.6% | +12.6% | -5.6% |
| All | -3.1% | -15.8% | +12.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling