+79.8%
IBM vs XLV
+31.7%
+48.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.1% |
| 7D | +3.6% | -3.6% | +7.1% | +5.9% |
| 30D | +3.1% | -1.8% | +4.9% | +4.2% |
| 3M | -10.8% | +7.8% | -18.6% | -14.1% |
| 6M | -0.8% | +9.1% | -9.9% | -5.2% |
| YTD | -16.2% | +7.7% | -23.9% | -19.6% |
| 1Y | -2.9% | +20.4% | -23.3% | -13.2% |
| 3Y | +79.8% | +30.8% | +49.1% | +59.1% |
| All | +79.8% | +31.7% | +48.1% | +59.1% |
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