+1,145.9%
DELL vs XLV
+33.9%
+1,112.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | +8.2% | -3.6% | +11.8% | +10.6% |
| 30D | +17.1% | -1.8% | +18.9% | +18.0% |
| 3M | +45.2% | +7.8% | +37.4% | +35.4% |
| 6M | +286.8% | +9.1% | +277.7% | +256.2% |
| YTD | +354.8% | +7.7% | +347.0% | +324.4% |
| 1Y | +358.3% | +20.4% | +337.8% | +288.5% |
| 3Y | +724.9% | +30.8% | +694.1% | +539.0% |
| All | +1,145.9% | +33.9% | +1,112.0% | +829.7% |
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 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