+216.5%
AZN vs XOP
+58.6%
+157.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | +2.6% | -4.2% | -1.8% |
| 30D | +1.1% | +9.6% | -8.5% | +0.2% |
| 3M | -12.1% | +20.4% | -32.5% | -13.6% |
| 6M | -17.1% | +19.9% | -37.0% | -18.7% |
| YTD | -12.0% | +56.4% | -68.4% | -16.0% |
| 1Y | -0.2% | +52.4% | -52.7% | -4.6% |
| 3Y | +26.8% | +39.9% | -13.1% | +21.3% |
| 5Y | +56.9% | +163.7% | -106.8% | +40.0% |
| All | +216.5% | +58.6% | +157.9% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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