+889.2%
XLV vs BAX
+137.4%
+751.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -3.6% | -7.9% | +4.3% | -1.1% |
| 30D | -1.8% | -11.7% | +9.8% | +2.0% |
| 3M | +7.8% | +16.2% | -8.4% | +2.2% |
| 6M | +9.1% | +32.0% | -22.9% | -1.1% |
| YTD | +7.7% | +24.7% | -17.0% | -1.7% |
| 1Y | +20.4% | -2.6% | +23.0% | +18.0% |
| 3Y | +30.8% | -35.0% | +65.7% | +40.9% |
| 5Y | +34.6% | -67.6% | +102.2% | +79.8% |
| 10Y | +173.4% | -38.4% | +211.8% | +193.7% |
| All | +889.2% | +137.4% | +751.9% | +621.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling