+1,136.6%
VRTX vs XYL
+389.1%
+747.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | 0.0% | -6.0% | +6.0% | +2.2% |
| 30D | +11.8% | -8.3% | +20.1% | +14.4% |
| 3M | +3.2% | -22.6% | +25.8% | +11.9% |
| 6M | +21.0% | -15.0% | +36.1% | +26.7% |
| YTD | +19.7% | -30.2% | +49.9% | +33.7% |
| 1Y | +25.0% | -36.4% | +61.4% | +44.4% |
| 3Y | +45.2% | -0.9% | +46.1% | +39.7% |
| 5Y | +189.7% | -23.4% | +213.1% | +200.1% |
| 10Y | +489.8% | +100.9% | +388.9% | +286.5% |
| All | +1,136.6% | +389.1% | +747.5% | +505.8% |
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 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