+39.8%
BKNG vs XLV
+32.0%
+7.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -10.7% | -4.4% | -6.3% | -8.1% |
| 30D | -18.1% | -1.4% | -16.7% | -17.2% |
| 3M | +8.5% | +8.9% | -0.3% | +3.9% |
| 6M | -0.1% | +9.1% | -9.2% | -4.4% |
| YTD | -18.2% | +7.9% | -26.2% | -21.5% |
| 1Y | -19.9% | +22.7% | -42.6% | -28.7% |
| All | +39.8% | +32.0% | +7.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling