+282.9%
QCOM vs XLV
+174.9%
+108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +7.8% | -3.6% | +11.4% | +11.3% |
| 30D | +12.2% | -1.8% | +14.0% | +13.7% |
| 3M | -9.9% | +7.8% | -17.6% | -17.4% |
| 6M | +36.9% | +9.1% | +27.8% | +23.4% |
| YTD | +8.0% | +7.7% | +0.3% | -1.5% |
| 1Y | +15.0% | +20.4% | -5.4% | -6.3% |
| 3Y | +75.8% | +30.8% | +45.1% | +31.6% |
| 5Y | +42.2% | +34.6% | +7.6% | +4.1% |
| All | +282.9% | +174.9% | +108.0% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling