+1,047.3%
XLE vs AZN
+959.0%
+88.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.4% | -1.1% | +6.5% | +5.8% |
| 30D | -3.9% | +13.8% | -17.8% | -8.0% |
| 3M | +7.0% | +17.3% | -10.3% | +1.3% |
| 6M | +14.2% | -1.7% | +15.9% | +13.6% |
| YTD | +48.2% | +1.4% | +46.8% | +44.9% |
| 1Y | +47.7% | +5.2% | +42.5% | +42.6% |
| 3Y | +70.0% | +52.6% | +17.4% | +42.1% |
| 5Y | +169.1% | +72.9% | +96.3% | +111.3% |
| 10Y | +180.7% | +333.0% | -152.3% | +52.7% |
| All | +1,047.3% | +959.0% | +88.3% | +333.8% |
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 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