+262.0%
AMAT vs XLV
+33.0%
+228.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +6.9% | -3.7% | +10.6% | +10.1% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -6.0% | +8.2% | -14.2% | -14.8% |
| 6M | +38.6% | +8.9% | +29.7% | +24.4% |
| YTD | +83.1% | +8.5% | +74.6% | +64.7% |
| 1Y | +188.3% | +22.3% | +166.0% | +126.7% |
| 3Y | +225.3% | +32.6% | +192.7% | +128.2% |
| 5Y | +262.0% | +34.4% | +227.6% | +150.7% |
| All | +262.0% | +33.0% | +228.9% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 5y: compounded portfolio wealth divided by compounded XLV 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…
5y analysis · Full analysis span regression · 6 months rolling