+2,975.1%
ORCL vs XLV
+908.6%
+2,066.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +4.7% |
| 7D | +15.0% | -2.6% | +17.6% | +17.8% |
| 30D | +10.5% | +0.9% | +9.7% | +9.3% |
| 3M | -23.0% | +10.0% | -33.0% | -30.7% |
| 6M | +7.0% | +10.4% | -3.4% | -4.7% |
| YTD | -15.8% | +8.9% | -24.7% | -24.4% |
| 1Y | -31.1% | +23.4% | -54.4% | -45.9% |
| 3Y | +33.3% | +33.1% | +0.2% | -4.2% |
| 5Y | +94.3% | +33.3% | +61.0% | +38.8% |
| 10Y | +363.4% | +170.8% | +192.6% | +56.5% |
| All | +2,975.1% | +908.6% | +2,066.5% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling