+9,276.3%
AMZN vs XLV
+899.8%
+8,376.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -2.7% | -4.4% | +1.7% | +1.9% |
| 30D | -7.5% | -1.4% | -6.1% | -6.3% |
| 3M | +5.8% | +8.9% | -3.0% | -4.3% |
| 6M | +17.5% | +9.1% | +8.4% | +5.7% |
| YTD | +9.1% | +7.9% | +1.2% | -1.3% |
| 1Y | +9.4% | +22.7% | -13.4% | -14.4% |
| 3Y | +82.2% | +31.9% | +50.3% | +29.1% |
| 5Y | +45.2% | +34.9% | +10.3% | +1.1% |
| 10Y | +562.7% | +173.9% | +388.9% | +95.2% |
| All | +9,276.3% | +899.8% | +8,376.5% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling