+35.5%
XLV vs BAX
-68.1%
+103.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -3.6% | -7.9% | +4.3% | -1.9% |
| 30D | -1.8% | -11.7% | +9.8% | +0.7% |
| 3M | +7.8% | +16.2% | -8.4% | +4.0% |
| 6M | +9.1% | +32.0% | -22.9% | +2.2% |
| YTD | +7.7% | +24.7% | -17.0% | +1.2% |
| 1Y | +20.4% | -2.6% | +23.0% | +19.0% |
| 3Y | +30.8% | -35.0% | +65.7% | +38.6% |
| All | +35.5% | -68.1% | +103.5% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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