+13,449.8%
GOOG vs XLV
+722.8%
+12,727.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | 0.0% | -3.6% | +3.6% | +3.1% |
| 30D | -2.0% | -1.8% | -0.1% | -0.6% |
| 3M | -5.9% | +7.8% | -13.6% | -12.6% |
| 6M | +8.9% | +9.1% | -0.2% | +0.1% |
| YTD | +7.1% | +7.7% | -0.6% | -0.7% |
| 1Y | +39.7% | +20.4% | +19.3% | +17.3% |
| 3Y | +145.8% | +30.8% | +115.1% | +88.2% |
| 5Y | +138.6% | +34.6% | +104.0% | +79.1% |
| 10Y | +791.5% | +173.4% | +618.1% | +263.0% |
| All | +13,449.8% | +722.8% | +12,727.0% | +2,242.9% |
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