+442.6%
XYL vs DGX
+553.6%
-111.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | -2.2% | +3.1% | +1.7% |
| 30D | -10.8% | -0.9% | -9.9% | -10.5% |
| 3M | -2.5% | +15.6% | -18.1% | -8.0% |
| 6M | -12.2% | +17.8% | -30.0% | -17.8% |
| YTD | -20.1% | +37.5% | -57.5% | -30.0% |
| 1Y | -20.6% | +31.2% | -51.8% | -29.5% |
| 3Y | +17.3% | +96.6% | -79.3% | -13.4% |
| 5Y | -14.5% | +64.9% | -79.4% | -32.8% |
| 10Y | +150.2% | +254.6% | -104.4% | +39.4% |
| All | +442.6% | +553.6% | -111.0% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling