+18,210.0%
ASML vs XLV
+934.7%
+17,275.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +5.4% |
| 7D | +1.1% | +0.2% | +0.9% | +0.8% |
| 30D | +2.2% | +4.4% | -2.3% | -3.4% |
| 3M | -2.3% | +13.2% | -15.5% | -17.4% |
| 6M | +23.0% | +10.1% | +12.9% | +7.5% |
| YTD | +61.1% | +11.7% | +49.4% | +38.0% |
| 1Y | +129.1% | +26.9% | +102.2% | +67.8% |
| 3Y | +165.4% | +35.0% | +130.4% | +77.6% |
| 5Y | +109.5% | +35.9% | +73.6% | +41.6% |
| 10Y | +1,645.7% | +179.0% | +1,466.7% | +393.3% |
| All | +18,210.0% | +934.7% | +17,275.3% | +931.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling