+795.1%
BKNG vs XLV
+778.1%
+17.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -10.7% | -4.4% | -6.3% | -6.1% |
| 30D | -18.1% | -1.4% | -16.7% | -16.8% |
| 3M | +8.5% | +8.9% | -0.3% | -1.0% |
| 6M | -0.1% | +9.1% | -9.2% | -9.4% |
| YTD | -18.2% | +7.9% | -26.2% | -25.3% |
| 1Y | -19.9% | +22.7% | -42.6% | -36.8% |
| 3Y | +41.6% | +31.9% | +9.7% | +1.0% |
| 5Y | +93.1% | +34.9% | +58.2% | +32.8% |
| 10Y | +214.8% | +173.9% | +40.9% | -8.5% |
| All | +795.1% | +778.1% | +17.0% | -38.9% |
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