+122.0%
CSCO vs XLV
+33.9%
+88.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.5% |
| 7D | +2.7% | -3.6% | +6.2% | +4.8% |
| 30D | -9.5% | -1.8% | -7.7% | -8.7% |
| 3M | -7.6% | +7.8% | -15.4% | -12.3% |
| 6M | +44.9% | +9.1% | +35.8% | +36.2% |
| YTD | +47.7% | +7.7% | +40.0% | +39.7% |
| 1Y | +69.1% | +20.4% | +48.7% | +47.3% |
| 3Y | +113.5% | +30.8% | +82.8% | +72.0% |
| All | +122.0% | +33.9% | +88.0% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling