+543.1%
VEEV vs XYL
+150.5%
+392.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -4.6% | +1.2% | -5.8% | -5.2% |
| 30D | +8.6% | -11.9% | +20.6% | +14.4% |
| 3M | +62.4% | -1.5% | +64.0% | +62.9% |
| 6M | +40.3% | -11.9% | +52.2% | +46.5% |
| YTD | +17.5% | -20.6% | +38.1% | +28.0% |
| 1Y | -6.1% | -23.5% | +17.4% | +3.8% |
| 3Y | +16.7% | +14.9% | +1.8% | +5.6% |
| 5Y | -13.3% | -15.3% | +1.9% | -13.3% |
| All | +543.1% | +150.5% | +392.7% | +298.5% |
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 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