+1,553.7%
ASML vs XLV
+212.9%
+1,340.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.6% |
| 7D | -2.9% | +2.6% | -5.5% | -5.2% |
| 30D | -15.2% | +10.6% | -25.8% | -23.4% |
| 3M | -12.9% | +12.6% | -25.5% | -23.3% |
| 6M | -5.0% | +32.7% | -37.8% | -30.8% |
| YTD | +41.8% | +23.5% | +18.3% | +11.6% |
| 1Y | +46.0% | +30.4% | +15.7% | +8.1% |
| 3Y | +133.5% | +57.3% | +76.2% | +38.0% |
| 5Y | +93.0% | +53.4% | +39.6% | +19.2% |
| All | +1,553.7% | +212.9% | +1,340.8% | +460.9% |
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