+473.8%
AZN vs XYL
+456.4%
+17.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +1.1% | -11.9% | +13.0% | +4.1% |
| 3M | -12.1% | -1.5% | -10.6% | -12.1% |
| 6M | -17.1% | -11.9% | -5.2% | -15.0% |
| YTD | -12.0% | -20.6% | +8.6% | -7.6% |
| 1Y | -0.2% | -23.5% | +23.3% | +5.7% |
| 3Y | +26.8% | +14.9% | +11.9% | +19.8% |
| 5Y | +56.9% | -15.3% | +72.2% | +56.8% |
| 10Y | +226.7% | +148.6% | +78.1% | +140.1% |
| All | +473.8% | +456.4% | +17.5% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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