+29.1%
XLV vs AZN
+16.0%
+13.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +0.5% | +7.1% | -6.7% | -1.9% |
| 30D | +10.7% | +17.8% | -7.1% | +4.5% |
| 3M | +13.1% | +15.7% | -2.6% | +7.4% |
| 6M | +28.3% | +3.1% | +25.2% | +25.8% |
| YTD | +20.9% | +2.7% | +18.2% | +18.6% |
| 1Y | +29.1% | +16.3% | +12.7% | +20.3% |
| All | +29.1% | +16.0% | +13.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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