+425.8%
VRTX vs XYL
+149.5%
+276.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -7.8% | -1.2% | -6.5% | -7.4% |
| 30D | -2.8% | -13.2% | +10.3% | +1.9% |
| 3M | +18.1% | -0.2% | +18.3% | +17.8% |
| 6M | +3.1% | -12.5% | +15.6% | +7.4% |
| YTD | +13.5% | -20.9% | +34.4% | +22.1% |
| 1Y | +32.4% | -21.6% | +54.0% | +42.7% |
| 3Y | +50.0% | +16.1% | +33.9% | +37.5% |
| 5Y | +172.9% | -15.6% | +188.5% | +176.2% |
| All | +425.8% | +149.5% | +276.3% | +208.8% |
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 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