+65.8%
EMR vs XYL
-15.4%
+81.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +0.9% | +0.8% | +0.1% | +0.3% |
| 30D | -5.0% | -10.8% | +5.9% | +1.6% |
| 3M | +5.9% | -2.5% | +8.5% | +7.2% |
| 6M | +7.3% | -12.2% | +19.5% | +15.5% |
| YTD | +14.6% | -20.1% | +34.6% | +29.6% |
| 1Y | +15.6% | -20.6% | +36.3% | +31.5% |
| 3Y | +60.2% | +17.3% | +42.8% | +47.1% |
| 5Y | +65.8% | -14.5% | +80.3% | +77.8% |
| All | +65.8% | -15.4% | +81.3% | +77.8% |
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