+891.0%
XLV vs COP
+1,978.8%
-1,087.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -4.4% | +1.0% | -5.4% | -4.6% |
| 30D | -1.4% | +9.6% | -11.0% | -3.3% |
| 3M | +8.9% | +15.0% | -6.2% | +5.4% |
| 6M | +9.1% | +21.8% | -12.7% | +3.9% |
| YTD | +7.9% | +49.6% | -41.7% | -1.9% |
| 1Y | +22.7% | +49.9% | -27.1% | +11.3% |
| 3Y | +31.9% | +22.6% | +9.3% | +22.8% |
| 5Y | +34.9% | +193.6% | -158.7% | -0.3% |
| 10Y | +173.9% | +341.9% | -168.0% | +67.3% |
| All | +891.0% | +1,978.8% | -1,087.8% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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