-50.3%
ZTS vs XYL
-21.7%
-28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.2% |
| 3M | -9.7% | -0.2% | -9.6% | -10.4% |
| 6M | -38.8% | -12.5% | -26.3% | -36.1% |
| YTD | -41.2% | -20.9% | -20.3% | -37.7% |
| 1Y | -50.3% | -21.6% | -28.7% | -49.4% |
| All | -50.3% | -21.7% | -28.7% | -49.4% |
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