+27.6%
XLV vs BAM
+71.9%
-44.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.0% |
| 7D | -2.6% | -1.6% | -1.1% | -2.4% |
| 30D | +0.9% | -6.0% | +6.9% | +1.7% |
| 3M | +10.0% | +7.3% | +2.6% | +8.7% |
| 6M | +10.4% | +8.2% | +2.2% | +8.8% |
| YTD | +8.9% | -3.8% | +12.7% | +8.9% |
| 1Y | +23.4% | -10.7% | +34.1% | +24.5% |
| 3Y | +33.1% | +55.3% | -22.3% | +22.2% |
| All | +27.6% | +71.9% | -44.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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