+640.3%
VEEV vs XYL
+346.1%
+294.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -2.4% |
| 7D | -0.6% | -5.0% | +4.5% | +1.6% |
| 30D | +28.8% | -13.2% | +42.1% | +36.7% |
| 3M | +54.0% | -3.7% | +57.7% | +56.1% |
| 6M | +46.0% | -17.7% | +63.6% | +57.1% |
| YTD | +23.2% | -21.5% | +44.8% | +35.1% |
| 1Y | +1.9% | -24.5% | +26.4% | +13.4% |
| 3Y | +27.0% | +6.9% | +20.1% | +18.8% |
| 5Y | -13.4% | -18.1% | +4.7% | -11.4% |
| 10Y | +575.2% | +134.7% | +440.5% | +314.6% |
| All | +640.3% | +346.1% | +294.2% | +287.1% |
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