+7.9%
ZBH vs XYL
-30.7%
+38.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.0% | +8.5% | +11.8% |
| 7D | +14.3% | +14.5% | -0.3% | +9.8% |
| 30D | +20.3% | -1.3% | +21.6% | +19.8% |
| 3M | +15.3% | -17.0% | +32.2% | +22.1% |
| 6M | +33.9% | -11.3% | +45.3% | +38.6% |
| YTD | +23.5% | -25.0% | +48.5% | +30.8% |
| 1Y | +7.9% | -31.5% | +39.4% | +13.8% |
| All | +7.9% | -30.7% | +38.6% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling