+1,301.4%
IDXX vs XYL
+456.4%
+845.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -5.7% | +1.2% | -6.9% | -6.3% |
| 30D | -11.5% | -11.9% | +0.4% | -6.8% |
| 3M | -9.5% | -1.5% | -8.0% | -9.1% |
| 6M | -16.0% | -11.9% | -4.1% | -11.7% |
| YTD | -25.4% | -20.6% | -4.8% | -18.5% |
| 1Y | -21.8% | -23.5% | +1.7% | -13.2% |
| 3Y | +7.0% | +14.9% | -7.8% | -0.4% |
| 5Y | -26.0% | -15.3% | -10.7% | -24.0% |
| 10Y | +358.9% | +148.6% | +210.3% | +221.6% |
| All | +1,301.4% | +456.4% | +845.0% | +680.0% |
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