-28.0%
ORCL vs XLV
+27.5%
-55.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.5% |
| 7D | +5.3% | +0.2% | +5.1% | +5.4% |
| 30D | +10.0% | +4.4% | +5.5% | +13.1% |
| 3M | -32.6% | +13.2% | -45.8% | -26.4% |
| 6M | +4.9% | +10.1% | -5.2% | +10.9% |
| YTD | -17.8% | +11.7% | -29.5% | -11.7% |
| 1Y | -28.0% | +26.9% | -54.9% | -6.9% |
| All | -28.0% | +27.5% | -55.5% | -6.9% |
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