-35.7%
NFLX vs XLV
+21.9%
-57.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -3.6% | +2.5% | +0.3% |
| 30D | +4.3% | -1.8% | +6.1% | +5.2% |
| 3M | -4.8% | +7.8% | -12.5% | -5.7% |
| 6M | -18.4% | +9.1% | -27.5% | -19.7% |
| YTD | -17.4% | +7.7% | -25.2% | -18.5% |
| 1Y | -35.7% | +20.4% | -56.1% | -35.0% |
| All | -35.7% | +21.9% | -57.6% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling