+502.4%
AZN vs XOP
+87.5%
+414.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | +0.6% | +9.6% | -9.0% | -1.1% |
| 3M | -10.8% | +16.9% | -27.7% | -13.4% |
| 6M | -18.1% | +24.0% | -42.2% | -21.7% |
| YTD | -12.3% | +56.2% | -68.5% | -19.7% |
| 1Y | -0.2% | +51.8% | -52.0% | -8.3% |
| 3Y | +23.4% | +37.0% | -13.6% | +13.8% |
| 5Y | +56.4% | +163.4% | -107.0% | +23.7% |
| 10Y | +225.7% | +56.6% | +169.0% | +160.4% |
| All | +502.4% | +87.5% | +414.8% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling