+889.2%
XLV vs BNY
+701.3%
+187.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.2% |
| 30D | -1.8% | -0.2% | -1.7% | -1.8% |
| 3M | +7.8% | +14.9% | -7.1% | +3.9% |
| 6M | +9.1% | +40.0% | -30.9% | 0.0% |
| YTD | +7.7% | +42.0% | -34.2% | -1.8% |
| 1Y | +20.4% | +56.9% | -36.4% | +6.9% |
| 3Y | +30.8% | +289.9% | -259.1% | -8.5% |
| 5Y | +34.6% | +259.2% | -224.6% | -5.3% |
| 10Y | +173.4% | +413.3% | -239.9% | +70.7% |
| All | +889.2% | +701.3% | +187.9% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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