+4,662.2%
AZN vs XEL
+1,333.7%
+3,328.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | +0.6% | -2.9% | +3.5% | +1.2% |
| 3M | -10.8% | -2.7% | -8.1% | -10.3% |
| 6M | -18.1% | -6.5% | -11.6% | -17.0% |
| YTD | -12.3% | +3.6% | -15.9% | -13.1% |
| 1Y | -0.2% | +7.5% | -7.7% | -2.1% |
| 3Y | +23.4% | +46.3% | -23.0% | +12.3% |
| 5Y | +56.4% | +30.5% | +25.8% | +45.5% |
| 10Y | +225.7% | +151.4% | +74.3% | +163.5% |
| All | +4,662.2% | +1,333.7% | +3,328.6% | +2,959.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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