+392.4%
EMR vs XYL
+449.8%
-57.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.8% | +3.0% |
| 7D | -1.5% | -5.0% | +3.5% | +1.7% |
| 30D | -5.6% | -13.2% | +7.6% | +3.0% |
| 3M | +7.9% | -3.7% | +11.6% | +10.2% |
| 6M | +6.0% | -17.7% | +23.7% | +19.4% |
| YTD | +16.4% | -21.5% | +38.0% | +34.5% |
| 1Y | +16.6% | -24.5% | +41.1% | +38.0% |
| 3Y | +62.9% | +6.9% | +55.9% | +54.2% |
| 5Y | +60.1% | -18.1% | +78.2% | +73.9% |
| 10Y | +268.7% | +134.7% | +134.0% | +118.0% |
| All | +392.4% | +449.8% | -57.3% | +100.0% |
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