+26.4%
AZN vs XLB
+30.6%
-4.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -3.1% | -3.5% | +0.4% | -1.5% |
| 30D | +0.6% | -4.7% | +5.2% | +2.7% |
| 3M | -10.8% | +2.7% | -13.5% | -12.1% |
| 6M | -18.1% | +2.6% | -20.7% | -19.4% |
| YTD | -12.3% | +12.8% | -25.1% | -17.4% |
| 1Y | -0.2% | +14.0% | -14.2% | -6.6% |
| All | +26.4% | +30.6% | -4.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling