+906.3%
XBI vs AZN
+645.0%
+261.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -4.6% | -1.6% | -3.1% | -3.9% |
| 30D | -2.0% | +1.1% | -3.1% | -2.5% |
| 3M | +17.8% | -12.1% | +29.9% | +24.7% |
| 6M | +23.7% | -17.1% | +40.9% | +34.6% |
| YTD | +28.2% | -12.0% | +40.2% | +34.9% |
| 1Y | +64.0% | -0.2% | +64.2% | +61.4% |
| 3Y | +99.4% | +26.8% | +72.6% | +71.3% |
| 5Y | +19.3% | +56.9% | -37.5% | -9.7% |
| 10Y | +158.7% | +226.7% | -68.0% | +28.9% |
| All | +906.3% | +645.0% | +261.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling