-49.5%
ORCL vs XLV
+34.1%
-83.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -0.4% |
| 7D | -14.4% | +5.5% | -19.9% | -11.9% |
| 30D | -12.8% | +13.3% | -26.2% | -7.0% |
| 3M | -14.8% | +17.4% | -32.2% | -7.0% |
| 6M | -30.9% | +32.1% | -63.0% | -20.2% |
| YTD | -35.7% | +24.0% | -59.7% | -28.1% |
| 1Y | -49.5% | +32.9% | -82.4% | -40.3% |
| All | -49.5% | +34.1% | -83.6% | -40.3% |
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