+49.6%
XOM vs XLV
+30.0%
+19.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.7% |
| 7D | -9.8% | +0.5% | -10.3% | -9.7% |
| 30D | +0.5% | +10.7% | -10.2% | +1.9% |
| 3M | +9.7% | +13.1% | -3.3% | +11.7% |
| 6M | +8.1% | +28.3% | -20.2% | +13.2% |
| YTD | +40.1% | +20.9% | +19.2% | +46.3% |
| 1Y | +49.6% | +29.1% | +20.6% | +56.9% |
| All | +49.6% | +30.0% | +19.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling