+42.1%
VRTX vs XYL
-0.5%
+42.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.6% | -3.7% | +2.2% | -0.8% |
| 30D | +8.0% | -8.3% | +16.4% | +9.5% |
| 3M | +4.3% | -21.4% | +25.7% | +9.6% |
| 6M | +18.9% | -12.9% | +31.8% | +21.7% |
| YTD | +18.8% | -30.1% | +48.9% | +27.9% |
| 1Y | +24.0% | -35.2% | +59.1% | +36.0% |
| 3Y | +42.1% | -0.8% | +42.9% | +39.6% |
| All | +42.1% | -0.5% | +42.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling