-16.4%
IDXX vs XYL
-23.4%
+7.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.0% |
| 7D | -3.5% | -5.0% | +1.5% | -1.4% |
| 30D | -8.4% | -13.2% | +4.8% | -2.7% |
| 3M | -5.2% | -3.7% | -1.5% | -3.4% |
| 6M | -17.5% | -17.7% | +0.2% | -11.4% |
| YTD | -20.9% | -21.5% | +0.7% | -14.5% |
| 1Y | -16.4% | -24.5% | +8.1% | -11.4% |
| All | -16.4% | -23.4% | +7.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling