+1,146.6%
VRTX vs XYL
+394.7%
+751.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -0.4% | -5.9% | +5.5% | +1.7% |
| 30D | +7.9% | -7.3% | +15.2% | +10.0% |
| 3M | +3.3% | -22.5% | +25.8% | +12.0% |
| 6M | +25.7% | -14.4% | +40.1% | +31.2% |
| YTD | +20.7% | -29.4% | +50.0% | +34.3% |
| 1Y | +27.4% | -35.6% | +63.1% | +46.6% |
| 3Y | +46.4% | +0.3% | +46.1% | +40.3% |
| 5Y | +194.3% | -22.3% | +216.7% | +203.4% |
| 10Y | +494.6% | +103.2% | +391.4% | +288.1% |
| All | +1,146.6% | +394.7% | +751.9% | +508.2% |
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