+209.9%
BKNG vs XLV
+175.4%
+34.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -10.7% | -4.4% | -6.3% | -7.2% |
| 30D | -18.1% | -1.4% | -16.7% | -17.1% |
| 3M | +8.5% | +8.9% | -0.3% | +1.4% |
| 6M | -0.1% | +9.1% | -9.2% | -6.9% |
| YTD | -18.2% | +7.9% | -26.2% | -23.4% |
| 1Y | -19.9% | +22.7% | -42.6% | -32.9% |
| 3Y | +41.6% | +31.9% | +9.7% | +9.8% |
| 5Y | +93.1% | +34.9% | +58.2% | +46.0% |
| All | +209.9% | +175.4% | +34.5% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling