+37.6%
VRTX vs XYL
-23.4%
+61.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.6% |
| 7D | +0.8% | -5.0% | +5.9% | +2.1% |
| 30D | +12.6% | -13.2% | +25.9% | +16.7% |
| 3M | +23.6% | -3.7% | +27.3% | +24.9% |
| 6M | +14.3% | -17.7% | +32.0% | +19.8% |
| YTD | +20.5% | -21.5% | +42.0% | +26.9% |
| 1Y | +37.6% | -24.5% | +62.1% | +43.1% |
| All | +37.6% | -23.4% | +61.0% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling