+15.0%
QCOM vs XLV
+21.9%
-6.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | -3.6% | +11.4% | +7.9% |
| 30D | +12.2% | -1.8% | +14.0% | +12.1% |
| 3M | -9.9% | +7.8% | -17.6% | -11.2% |
| 6M | +36.9% | +9.1% | +27.8% | +34.7% |
| YTD | +8.0% | +7.7% | +0.3% | +7.1% |
| 1Y | +15.0% | +20.4% | -5.4% | +7.1% |
| All | +15.0% | +21.9% | -6.9% | +7.1% |
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