+7.9%
QCOM vs XLV
+27.5%
-19.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +7.7% | +4.4% | +3.3% | +7.4% |
| 3M | -30.1% | +13.2% | -43.3% | -31.6% |
| 6M | +22.8% | +10.1% | +12.7% | +23.0% |
| YTD | +0.2% | +11.7% | -11.5% | -0.8% |
| 1Y | +7.9% | +26.9% | -19.1% | +0.2% |
| All | +7.9% | +27.5% | -19.7% | +0.2% |
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