+38.2%
QCOM vs XLV
+33.2%
+5.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.7% |
| 7D | +4.9% | -4.4% | +9.3% | +8.8% |
| 30D | +9.3% | -1.4% | +10.7% | +10.2% |
| 3M | -7.0% | +8.9% | -15.8% | -15.3% |
| 6M | +32.0% | +9.1% | +22.9% | +19.5% |
| YTD | +5.0% | +7.9% | -2.9% | -4.0% |
| 1Y | +13.6% | +22.7% | -9.1% | -9.5% |
| 3Y | +77.6% | +31.9% | +45.7% | +29.6% |
| 5Y | +38.2% | +34.9% | +3.3% | -4.7% |
| All | +38.2% | +33.2% | +5.0% | -4.7% |
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 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