+750.5%
BSX vs XYL
+449.8%
+300.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.6% |
| 7D | +2.0% | -5.0% | +7.1% | +4.2% |
| 30D | +0.1% | -13.2% | +13.3% | +6.0% |
| 3M | -2.1% | -3.7% | +1.6% | -1.0% |
| 6M | -33.8% | -17.7% | -16.1% | -28.7% |
| YTD | -49.9% | -21.5% | -28.3% | -45.3% |
| 1Y | -55.4% | -24.5% | -31.0% | -50.7% |
| 3Y | -10.9% | +6.9% | -17.8% | -17.0% |
| 5Y | +6.4% | -18.1% | +24.5% | +8.7% |
| 10Y | +97.0% | +134.7% | -37.7% | +24.3% |
| All | +750.5% | +449.8% | +300.8% | +278.0% |
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