-13.8%
VEEV vs XYL
-15.8%
+2.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -8.2% | -1.2% | -7.0% | -7.7% |
| 30D | +10.3% | -13.2% | +23.5% | +17.6% |
| 3M | +59.4% | -0.2% | +59.5% | +58.8% |
| 6M | +37.6% | -12.5% | +50.1% | +44.9% |
| YTD | +16.9% | -20.9% | +37.8% | +29.0% |
| 1Y | -5.0% | -21.6% | +16.6% | +5.1% |
| 3Y | +18.5% | +16.1% | +2.3% | +1.3% |
| 5Y | -13.8% | -15.6% | +1.8% | -19.0% |
| All | -13.8% | -15.8% | +2.0% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling