+1,696.4%
ASML vs XLV
+175.4%
+1,521.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -1.9% |
| 7D | +2.5% | -4.4% | +6.9% | +6.9% |
| 30D | -6.2% | -1.4% | -4.8% | -5.5% |
| 3M | -2.6% | +8.9% | -11.4% | -12.5% |
| 6M | +22.4% | +9.1% | +13.3% | +9.6% |
| YTD | +58.5% | +7.9% | +50.6% | +43.3% |
| 1Y | +114.2% | +22.7% | +91.4% | +67.9% |
| 3Y | +175.5% | +31.9% | +143.6% | +96.7% |
| 5Y | +105.9% | +34.9% | +71.1% | +45.9% |
| All | +1,696.4% | +175.4% | +1,521.0% | +636.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling