+546.8%
SYK vs XYL
+454.2%
+92.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -12.3% | -1.2% | -11.1% | -12.0% |
| 30D | -22.4% | -13.2% | -9.3% | -17.7% |
| 3M | -12.3% | -0.2% | -12.2% | -12.5% |
| 6M | -24.3% | -12.5% | -11.8% | -20.2% |
| YTD | -22.8% | -20.9% | -1.9% | -15.4% |
| 1Y | -28.8% | -21.6% | -7.2% | -21.8% |
| 3Y | -4.0% | +16.1% | -20.1% | -13.3% |
| 5Y | +3.8% | -15.6% | +19.5% | +5.6% |
| 10Y | +172.8% | +147.7% | +25.1% | +78.9% |
| All | +546.8% | +454.2% | +92.6% | +229.9% |
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