+149.7%
XBI vs AZN
+223.4%
-73.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | -1.6% | -3.1% | -4.0% |
| 30D | -2.0% | +1.1% | -3.1% | -2.4% |
| 3M | +17.8% | -12.1% | +29.9% | +24.2% |
| 6M | +23.7% | -17.1% | +40.9% | +33.9% |
| YTD | +28.2% | -12.0% | +40.2% | +34.5% |
| 1Y | +64.0% | -0.2% | +64.2% | +61.7% |
| 3Y | +99.4% | +26.8% | +72.6% | +72.5% |
| 5Y | +19.3% | +56.9% | -37.5% | -8.5% |
| All | +149.7% | +223.4% | -73.7% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling