-14.2%
XYL vs DGX
+66.8%
-81.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | -11.9% | -1.2% | -10.8% | -11.6% |
| 3M | -1.5% | +15.8% | -17.3% | -6.2% |
| 6M | -11.9% | +18.2% | -30.1% | -16.7% |
| YTD | -20.6% | +37.2% | -57.8% | -29.1% |
| 1Y | -23.5% | +30.4% | -53.9% | -30.6% |
| 3Y | +14.9% | +96.7% | -81.9% | -14.6% |
| All | -14.2% | +66.8% | -81.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling