+612.7%
VEEV vs XYL
+359.3%
+253.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -5.0% |
| 7D | -5.2% | +1.8% | -6.9% | -5.9% |
| 30D | +14.9% | -9.2% | +24.1% | +19.5% |
| 3M | +58.4% | -0.3% | +58.6% | +58.0% |
| 6M | +35.5% | -11.0% | +46.4% | +40.9% |
| YTD | +18.6% | -19.2% | +37.8% | +28.3% |
| 1Y | -6.3% | -21.2% | +14.9% | +2.3% |
| 3Y | +20.2% | +18.6% | +1.6% | +7.4% |
| 5Y | -13.8% | -14.3% | +0.5% | -13.5% |
| 10Y | +542.0% | +141.0% | +401.0% | +289.6% |
| All | +612.7% | +359.3% | +253.4% | +267.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling