+265.4%
VZ vs XLV
+908.6%
-643.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +2.0% |
| 7D | +0.2% | -2.6% | +2.9% | +1.7% |
| 30D | +7.1% | +0.9% | +6.2% | +6.5% |
| 3M | +12.8% | +10.0% | +2.9% | +6.7% |
| 6M | +1.8% | +10.4% | -8.6% | -4.2% |
| YTD | +30.0% | +8.9% | +21.1% | +23.1% |
| 1Y | +24.3% | +23.4% | +1.0% | +9.3% |
| 3Y | +84.3% | +33.1% | +51.2% | +53.8% |
| 5Y | +25.9% | +33.3% | -7.3% | +4.3% |
| 10Y | +61.1% | +170.8% | -109.7% | -14.8% |
| All | +265.4% | +908.6% | -643.2% | -21.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling