+263.6%
EMR vs XYL
+149.5%
+114.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -9.4% | -13.2% | +3.7% | -0.5% |
| 3M | +8.6% | -0.2% | +8.7% | +8.3% |
| 6M | +6.7% | -12.5% | +19.2% | +16.4% |
| YTD | +13.1% | -20.9% | +33.9% | +31.3% |
| 1Y | +12.7% | -21.6% | +34.3% | +31.8% |
| 3Y | +58.1% | +16.1% | +41.9% | +40.1% |
| 5Y | +63.6% | -15.6% | +79.3% | +76.0% |
| All | +263.6% | +149.5% | +114.1% | +94.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling