-5.8%
XLC vs AZN
+18.4%
-24.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.3% |
| 7D | +1.8% | +11.5% | -9.7% | +1.2% |
| 30D | -6.0% | +20.8% | -26.7% | -7.0% |
| 3M | -6.0% | +21.5% | -27.5% | -7.0% |
| 6M | -9.1% | +3.0% | -12.1% | -9.2% |
| YTD | -10.0% | +3.9% | -13.9% | -10.2% |
| 1Y | -5.8% | +16.4% | -22.2% | -7.8% |
| All | -5.8% | +18.4% | -24.2% | -7.8% |
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 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