+31,674.6%
AVGO vs XLV
+699.2%
+30,975.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +1.0% | -4.4% | +5.4% | +5.2% |
| 30D | -13.3% | -1.4% | -11.9% | -12.7% |
| 3M | -2.9% | +8.9% | -11.7% | -12.2% |
| 6M | +5.7% | +9.1% | -3.4% | -5.5% |
| YTD | +4.6% | +7.9% | -3.3% | -5.8% |
| 1Y | -1.6% | +22.7% | -24.4% | -22.9% |
| 3Y | +336.2% | +31.9% | +304.3% | +209.9% |
| 5Y | +695.6% | +34.9% | +660.8% | +452.8% |
| 10Y | +2,827.6% | +173.9% | +2,653.7% | +866.1% |
| All | +31,674.6% | +699.2% | +30,975.4% | +3,239.1% |
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