+27.4%
VRTX vs XYL
-36.1%
+63.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -0.4% | -5.9% | +5.5% | +0.7% |
| 30D | +7.9% | -7.3% | +15.2% | +8.7% |
| 3M | +3.3% | -22.5% | +25.8% | +8.7% |
| 6M | +25.7% | -14.4% | +40.1% | +29.0% |
| YTD | +20.7% | -29.4% | +50.0% | +28.3% |
| 1Y | +27.4% | -35.6% | +63.1% | +44.7% |
| All | +27.4% | -36.1% | +63.6% | +44.7% |
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