+253.9%
XLI vs AZN
+223.4%
+30.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -7.3% | +1.1% | -8.3% | -7.6% |
| 3M | -1.3% | -12.1% | +10.8% | +1.4% |
| 6M | +2.2% | -17.1% | +19.4% | +6.6% |
| YTD | +11.7% | -12.0% | +23.7% | +14.5% |
| 1Y | +14.3% | -0.2% | +14.5% | +13.0% |
| 3Y | +70.3% | +26.8% | +43.6% | +55.9% |
| 5Y | +82.3% | +56.9% | +25.4% | +54.5% |
| All | +253.9% | +223.4% | +30.5% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling