+20.7%
XLK vs AZN
+18.4%
+2.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.4% |
| 7D | -7.6% | +11.5% | -19.1% | -6.1% |
| 30D | -12.2% | +20.8% | -32.9% | -10.1% |
| 3M | -5.5% | +21.5% | -26.9% | -3.1% |
| 6M | +9.2% | +3.0% | +6.1% | +11.0% |
| YTD | +23.0% | +3.9% | +19.2% | +23.8% |
| 1Y | +20.7% | +16.4% | +4.3% | +21.5% |
| All | +20.7% | +18.4% | +2.3% | +21.5% |
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