+2,240.3%
MSFT vs XLV
+905.3%
+1,335.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -1.0% | -3.7% | +2.6% | +2.2% |
| 30D | -2.7% | -1.1% | -1.6% | -1.9% |
| 3M | +22.1% | +8.2% | +13.9% | +13.2% |
| 6M | +20.6% | +8.9% | +11.7% | +10.6% |
| YTD | +2.3% | +8.5% | -6.2% | -6.2% |
| 1Y | -0.5% | +22.3% | -22.8% | -18.5% |
| 3Y | +50.5% | +32.6% | +17.9% | +12.4% |
| 5Y | +72.3% | +34.4% | +38.0% | +28.0% |
| 10Y | +885.0% | +175.4% | +709.6% | +297.1% |
| All | +2,240.3% | +905.3% | +1,335.0% | +186.1% |
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 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