+445.4%
IBM vs XLV
+905.3%
-459.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +3.6% | -3.7% | +7.2% | +6.3% |
| 30D | +1.5% | -1.1% | +2.6% | +2.2% |
| 3M | -12.9% | +8.2% | -21.2% | -17.3% |
| 6M | -3.9% | +8.9% | -12.8% | -9.5% |
| YTD | -17.3% | +8.5% | -25.9% | -22.2% |
| 1Y | -5.0% | +22.3% | -27.3% | -18.1% |
| 3Y | +78.2% | +32.6% | +45.6% | +44.2% |
| 5Y | +120.6% | +34.4% | +86.2% | +75.2% |
| 10Y | +144.5% | +175.4% | -30.9% | +17.2% |
| All | +445.4% | +905.3% | -459.9% | +0.6% |
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