+57.7%
AZN vs XLB
+32.8%
+25.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.6% | -2.8% | +1.3% | -0.3% |
| 30D | +1.1% | -3.1% | +4.2% | +2.4% |
| 3M | -12.1% | -0.2% | -12.0% | -12.2% |
| 6M | -17.1% | +3.1% | -20.2% | -18.5% |
| YTD | -12.0% | +13.3% | -25.2% | -16.9% |
| 1Y | -0.2% | +12.0% | -12.3% | -5.5% |
| 3Y | +26.8% | +31.4% | -4.6% | +11.1% |
| All | +57.7% | +32.8% | +25.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling