+18.1%
XLV vs ALAB
+454.1%
-436.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.2% |
| 7D | -3.6% | -6.2% | +2.6% | -3.6% |
| 30D | -1.8% | -8.7% | +6.8% | -1.9% |
| 3M | +7.8% | -20.7% | +28.5% | +7.7% |
| 6M | +9.1% | +133.5% | -124.4% | +8.2% |
| YTD | +7.7% | +75.1% | -67.3% | +6.9% |
| 1Y | +20.4% | +25.0% | -4.6% | +19.8% |
| All | +18.1% | +454.1% | -436.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 5y: compounded portfolio wealth divided by compounded ALAB 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…
5y analysis · Full analysis span regression · 6 months rolling