+69.7%
XLC vs AZN
+27.6%
+42.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.7% | -3.1% | +1.5% | -1.4% |
| 30D | +0.2% | +0.6% | -0.4% | +0.2% |
| 3M | +0.7% | -10.8% | +11.5% | +1.6% |
| 6M | -4.5% | -18.1% | +13.7% | -2.7% |
| YTD | -4.7% | -12.3% | +7.5% | -3.8% |
| 1Y | -1.5% | -0.2% | -1.3% | -1.9% |
| All | +69.7% | +27.6% | +42.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling