-50.6%
ORCL vs XLV
+21.9%
-72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.8% |
| 7D | -5.4% | -3.6% | -1.8% | -6.8% |
| 30D | -2.0% | -1.8% | -0.1% | -2.7% |
| 3M | -18.1% | +7.8% | -25.9% | -14.8% |
| 6M | -7.2% | +9.1% | -16.3% | -3.6% |
| YTD | -22.2% | +7.7% | -29.9% | -19.5% |
| 1Y | -50.6% | +20.4% | -71.0% | -49.5% |
| All | -50.6% | +21.9% | -72.5% | -49.5% |
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