+80.9%
ORCL vs XLV
+33.9%
+46.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -5.4% | -3.6% | -1.8% | -3.7% |
| 30D | -2.0% | -1.8% | -0.1% | -1.2% |
| 3M | -18.1% | +7.8% | -25.9% | -21.9% |
| 6M | -7.2% | +9.1% | -16.3% | -12.4% |
| YTD | -22.2% | +7.7% | -29.9% | -26.1% |
| 1Y | -50.6% | +20.4% | -71.0% | -57.1% |
| 3Y | +22.9% | +30.8% | -7.9% | -1.6% |
| All | +80.9% | +33.9% | +46.9% | +43.3% |
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 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