+60.4%
XLV vs COMP
-47.7%
+108.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +4.4% | -13.3% | +17.8% | +5.1% |
| 3M | +13.2% | +41.1% | -27.9% | +11.2% |
| 6M | +10.1% | +17.2% | -7.1% | +8.6% |
| YTD | +11.7% | +5.2% | +6.5% | +10.5% |
| 1Y | +26.9% | +18.9% | +8.0% | +24.6% |
| 3Y | +35.0% | +215.9% | -180.9% | +24.1% |
| 5Y | +35.9% | -31.2% | +67.0% | +28.0% |
| All | +60.4% | -47.7% | +108.0% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling