+174.9%
NVS vs XYL
+150.5%
+24.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -14.3% | +1.2% | -15.5% | -14.6% |
| 30D | -10.0% | -11.9% | +2.0% | -7.3% |
| 3M | -10.9% | -1.5% | -9.3% | -10.9% |
| 6M | -12.0% | -11.9% | -0.1% | -9.7% |
| YTD | +2.5% | -20.6% | +23.1% | +7.6% |
| 1Y | +10.7% | -23.5% | +34.2% | +17.2% |
| 3Y | +53.3% | +14.9% | +38.4% | +44.0% |
| 5Y | +93.6% | -15.3% | +108.9% | +94.0% |
| All | +174.9% | +150.5% | +24.4% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling