+801.1%
AZN vs XLB
+804.1%
-3.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.5% |
| 7D | -2.9% | -2.9% | 0.0% | -1.7% |
| 30D | -3.1% | -3.4% | +0.3% | -1.7% |
| 3M | -14.4% | +1.6% | -16.0% | -15.1% |
| 6M | -19.5% | +3.6% | -23.1% | -20.9% |
| YTD | -13.8% | +14.2% | -28.0% | -18.6% |
| 1Y | -2.4% | +15.6% | -18.0% | -8.4% |
| 3Y | +21.3% | +33.1% | -11.8% | +6.8% |
| 5Y | +53.6% | +35.0% | +18.6% | +33.0% |
| 10Y | +220.1% | +164.5% | +55.6% | +103.1% |
| All | +801.1% | +804.1% | -3.0% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling