-62.8%
ZTS vs XYL
-15.8%
-47.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -4.5% | -1.2% | -3.3% | -4.1% |
| 30D | -3.3% | -13.2% | +9.9% | +2.5% |
| 3M | -9.7% | -0.2% | -9.6% | -10.1% |
| 6M | -38.8% | -12.5% | -26.3% | -35.5% |
| YTD | -41.2% | -20.9% | -20.3% | -35.6% |
| 1Y | -50.3% | -21.6% | -28.7% | -45.5% |
| 3Y | -59.1% | +16.1% | -75.3% | -63.3% |
| 5Y | -62.8% | -15.6% | -47.2% | -62.5% |
| All | -62.8% | -15.8% | -47.0% | -62.5% |
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 2021-09-10 to 2026-09-10: 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling