+1,741.2%
ASML vs XLV
+176.9%
+1,564.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | +2.8% | -3.7% | +6.5% | +6.5% |
| 30D | -0.2% | -1.1% | +0.9% | +0.2% |
| 3M | -2.6% | +8.2% | -10.8% | -12.0% |
| 6M | +27.9% | +8.9% | +18.9% | +14.7% |
| YTD | +62.4% | +8.5% | +53.9% | +46.1% |
| 1Y | +116.2% | +22.3% | +93.9% | +70.3% |
| 3Y | +182.4% | +32.6% | +149.8% | +100.5% |
| 5Y | +112.4% | +34.4% | +78.0% | +51.0% |
| All | +1,741.2% | +176.9% | +1,564.3% | +650.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling