+129.1%
ASML vs XLV
+27.5%
+101.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +2.2% | +4.4% | -2.3% | +1.8% |
| 3M | -2.3% | +13.2% | -15.5% | -6.4% |
| 6M | +23.0% | +10.1% | +12.9% | +18.3% |
| YTD | +61.1% | +11.7% | +49.4% | +54.3% |
| 1Y | +129.1% | +26.9% | +102.2% | +112.6% |
| All | +129.1% | +27.5% | +101.6% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling