+33.1%
XLV vs COMP
+221.9%
-188.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.4% |
| 7D | -2.6% | +4.1% | -6.7% | -2.8% |
| 30D | +0.9% | -14.5% | +15.4% | +1.6% |
| 3M | +10.0% | +41.8% | -31.9% | +8.0% |
| 6M | +10.4% | +23.6% | -13.2% | +8.6% |
| YTD | +8.9% | +1.7% | +7.2% | +7.9% |
| 1Y | +23.4% | +12.6% | +10.8% | +21.3% |
| 3Y | +33.1% | +221.9% | -188.8% | +23.2% |
| All | +33.1% | +221.9% | -188.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling