+47.9%
XBI vs AZN
+18.4%
+29.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.7% |
| 7D | +1.0% | +11.5% | -10.5% | -3.0% |
| 30D | +1.9% | +20.8% | -18.9% | -5.2% |
| 3M | +4.8% | +21.5% | -16.7% | -2.5% |
| 6M | +19.3% | +3.0% | +16.3% | +17.4% |
| YTD | +30.6% | +3.9% | +26.7% | +28.4% |
| 1Y | +47.9% | +16.4% | +31.5% | +37.6% |
| All | +47.9% | +18.4% | +29.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling