+411.2%
XLF vs AZN
+816.6%
-405.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -1.0% |
| 7D | -2.9% | -3.1% | +0.2% | -1.7% |
| 30D | -1.6% | +0.6% | -2.2% | -1.9% |
| 3M | +9.3% | -10.8% | +20.1% | +13.3% |
| 6M | +14.6% | -18.1% | +32.7% | +22.4% |
| YTD | +4.7% | -12.3% | +17.0% | +8.5% |
| 1Y | +8.6% | -0.2% | +8.8% | +6.5% |
| 3Y | +73.9% | +23.4% | +50.5% | +53.7% |
| 5Y | +65.0% | +56.4% | +8.7% | +29.5% |
| 10Y | +250.4% | +225.7% | +24.8% | +90.3% |
| All | +411.2% | +816.6% | -405.4% | +62.2% |
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