+627.7%
CSCO vs XLV
+905.3%
-277.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +3.6% |
| 30D | -10.7% | -1.1% | -9.6% | -10.0% |
| 3M | -8.7% | +8.2% | -17.0% | -16.6% |
| 6M | +44.9% | +8.9% | +36.0% | +30.9% |
| YTD | +44.1% | +8.5% | +35.6% | +30.2% |
| 1Y | +65.9% | +22.3% | +43.6% | +32.2% |
| 3Y | +109.0% | +32.6% | +76.4% | +50.6% |
| 5Y | +114.8% | +34.4% | +80.4% | +51.5% |
| 10Y | +377.3% | +175.4% | +201.9% | +58.7% |
| All | +627.7% | +905.3% | -277.6% | -45.8% |
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 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