+1.4%
AVGO vs XLV
+21.9%
-20.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +1.1% | -3.6% | +4.7% | -0.7% |
| 30D | -13.0% | -1.8% | -11.2% | -13.7% |
| 3M | -6.0% | +7.8% | -13.8% | -3.1% |
| 6M | +6.4% | +9.1% | -2.7% | +9.9% |
| YTD | +5.0% | +7.7% | -2.8% | +8.2% |
| 1Y | +1.4% | +20.4% | -19.0% | +3.7% |
| All | +1.4% | +21.9% | -20.5% | +3.7% |
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