-7.2%
SYK vs XYL
+15.2%
-22.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -12.3% | -1.2% | -11.1% | -12.0% |
| 30D | -22.4% | -13.2% | -9.3% | -18.7% |
| 3M | -12.3% | -0.2% | -12.2% | -12.3% |
| 6M | -24.3% | -12.5% | -11.8% | -21.0% |
| YTD | -22.8% | -20.9% | -1.9% | -17.1% |
| 1Y | -28.8% | -21.6% | -7.2% | -23.5% |
| All | -7.2% | +15.2% | -22.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling