+8,995.9%
QCOM vs XLV
+905.3%
+8,090.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.7% |
| 7D | +4.4% | -3.7% | +8.0% | +8.2% |
| 30D | +9.4% | -1.1% | +10.5% | +10.1% |
| 3M | -13.7% | +8.2% | -21.9% | -21.8% |
| 6M | +28.9% | +8.9% | +20.0% | +15.2% |
| YTD | +4.7% | +8.5% | -3.8% | -6.1% |
| 1Y | +13.5% | +22.3% | -8.8% | -10.5% |
| 3Y | +77.1% | +32.6% | +44.5% | +27.9% |
| 5Y | +38.9% | +34.4% | +4.5% | -0.5% |
| 10Y | +281.8% | +175.4% | +106.4% | +27.7% |
| All | +8,995.9% | +905.3% | +8,090.5% | +614.9% |
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