+14.9%
XYL vs BRKR
-11.8%
+26.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | -8.7% | +9.9% | +2.4% |
| 30D | -11.9% | -9.9% | -2.1% | -10.8% |
| 3M | -1.5% | -3.1% | +1.5% | -2.3% |
| 6M | -11.9% | +45.5% | -57.4% | -18.6% |
| YTD | -20.6% | +13.7% | -34.3% | -24.0% |
| 1Y | -23.5% | +67.4% | -90.9% | -31.8% |
| 3Y | +14.9% | -13.2% | +28.1% | +7.0% |
| All | +14.9% | -11.8% | +26.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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