-22.4%
ZBH vs XYL
+15.2%
-37.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -6.6% | -1.2% | -5.3% | -6.2% |
| 30D | -4.9% | -13.2% | +8.2% | -0.8% |
| 3M | +5.1% | -0.2% | +5.3% | +5.3% |
| 6M | +1.3% | -12.5% | +13.8% | +5.5% |
| YTD | +3.4% | -20.9% | +24.2% | +9.9% |
| 1Y | -8.7% | -21.6% | +12.9% | -2.8% |
| All | -22.4% | +15.2% | -37.6% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling