+70.3%
XLI vs AZN
+28.0%
+42.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -1.7% | -1.6% | -0.1% | -1.4% |
| 30D | -7.3% | +1.1% | -8.3% | -7.5% |
| 3M | -1.3% | -12.1% | +10.8% | +0.6% |
| 6M | +2.2% | -17.1% | +19.4% | +5.4% |
| YTD | +11.7% | -12.0% | +23.7% | +13.7% |
| 1Y | +14.3% | -0.2% | +14.5% | +13.8% |
| 3Y | +70.3% | +26.8% | +43.6% | +59.3% |
| All | +70.3% | +28.0% | +42.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling