+50.2%
XLE vs AZN
-0.2%
+50.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.5% |
| 7D | +0.5% | -3.1% | +3.6% | +0.3% |
| 30D | +6.6% | +0.6% | +6.0% | +6.6% |
| 3M | +12.3% | -10.8% | +23.1% | +11.9% |
| 6M | +18.4% | -18.1% | +36.5% | +17.3% |
| YTD | +47.2% | -12.3% | +59.5% | +45.9% |
| All | +50.2% | -0.2% | +50.4% | +48.4% |
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