+169.4%
XLV vs AZN
+223.4%
-54.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -1.6% | -2.0% | -3.0% |
| 30D | -1.8% | +1.1% | -2.9% | -2.2% |
| 3M | +7.8% | -12.1% | +19.9% | +12.3% |
| 6M | +9.1% | -17.1% | +26.3% | +15.9% |
| YTD | +7.7% | -12.0% | +19.7% | +11.8% |
| 1Y | +20.4% | -0.2% | +20.6% | +19.3% |
| 3Y | +30.8% | +26.8% | +4.0% | +17.7% |
| 5Y | +34.6% | +56.9% | -22.3% | +10.3% |
| All | +169.4% | +223.4% | -54.0% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling