+31.3%
NFLX vs XLV
+33.9%
-2.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | -1.1% | -3.6% | +2.5% | +1.6% |
| 30D | +4.3% | -1.8% | +6.1% | +5.8% |
| 3M | -4.8% | +7.8% | -12.5% | -9.7% |
| 6M | -18.4% | +9.1% | -27.5% | -23.6% |
| YTD | -17.4% | +7.7% | -25.2% | -22.0% |
| 1Y | -35.7% | +20.4% | -56.1% | -44.8% |
| 3Y | +73.8% | +30.8% | +43.0% | +32.3% |
| All | +31.3% | +33.9% | -2.6% | -4.6% |
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 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