+47.5%
ASML vs XLV
+26.3%
+21.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | +4.9% | +2.2% | +2.8% | +5.1% |
| 30D | -9.3% | +8.6% | -17.8% | -8.2% |
| 3M | -19.0% | +12.6% | -31.6% | -17.7% |
| 6M | -5.2% | +29.8% | -35.0% | -10.5% |
| YTD | +40.6% | +23.5% | +17.1% | +36.8% |
| 1Y | +47.5% | +25.7% | +21.8% | +43.5% |
| All | +47.5% | +26.3% | +21.2% | +43.5% |
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 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