+113.5%
CSCO vs XLV
+31.7%
+81.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +2.7% | -3.6% | +6.2% | +3.9% |
| 30D | -9.5% | -1.8% | -7.7% | -9.0% |
| 3M | -7.6% | +7.8% | -15.4% | -10.7% |
| 6M | +44.9% | +9.1% | +35.8% | +39.3% |
| YTD | +47.7% | +7.7% | +40.0% | +42.6% |
| 1Y | +69.1% | +20.4% | +48.7% | +53.4% |
| 3Y | +113.5% | +30.8% | +82.8% | +86.4% |
| All | +113.5% | +31.7% | +81.8% | +86.4% |
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