+73.9%
MSFT vs XLV
+33.9%
+40.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -0.8% | -3.6% | +2.7% | +1.3% |
| 30D | +0.8% | -1.8% | +2.7% | +1.8% |
| 3M | +27.2% | +7.8% | +19.4% | +20.7% |
| 6M | +22.9% | +9.1% | +13.8% | +15.4% |
| YTD | +3.1% | +7.7% | -4.6% | -2.7% |
| 1Y | -0.3% | +20.4% | -20.7% | -13.9% |
| 3Y | +50.1% | +30.8% | +19.3% | +16.1% |
| All | +73.9% | +33.9% | +40.0% | +31.1% |
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 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