+141.4%
XLC vs AZN
+172.8%
-31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +0.2% | -0.9% | +1.1% | +0.4% |
| 3M | +0.6% | -11.8% | +12.5% | +3.6% |
| 6M | -4.5% | -17.6% | +13.1% | 0.0% |
| YTD | -4.7% | -12.0% | +7.3% | -2.3% |
| 1Y | -1.7% | -0.9% | -0.8% | -3.0% |
| 3Y | +72.3% | +23.7% | +48.6% | +55.7% |
| 5Y | +37.8% | +54.5% | -16.8% | +12.7% |
| All | +141.4% | +172.8% | -31.4% | +53.9% |
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