-13.3%
BKNG vs XLV
+30.0%
-43.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.7% |
| 7D | +12.2% | +0.5% | +11.7% | +11.8% |
| 30D | +7.0% | +10.7% | -3.6% | -0.4% |
| 3M | -18.3% | +13.1% | -31.4% | -24.8% |
| 6M | +1.1% | +28.3% | -27.2% | -12.0% |
| YTD | -20.7% | +20.9% | -41.6% | -29.8% |
| 1Y | -13.3% | +29.1% | -42.4% | -27.3% |
| All | -13.3% | +30.0% | -43.3% | -27.3% |
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