-2.0%
XLC vs AZN
+0.1%
-2.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | +2.1% | +1.1% | +1.1% | +2.1% |
| 3M | +0.7% | -12.1% | +12.8% | +1.1% |
| 6M | -3.2% | -17.1% | +13.9% | -2.5% |
| YTD | -3.8% | -12.0% | +8.2% | -3.1% |
| 1Y | -2.0% | -0.2% | -1.8% | -0.3% |
| All | -2.0% | +0.1% | -2.2% | -0.3% |
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