+1,475.9%
XLK vs AZN
+819.6%
+656.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.7% |
| 30D | -0.6% | +1.1% | -1.7% | -1.1% |
| 3M | +2.6% | -12.1% | +14.7% | +5.8% |
| 6M | +34.0% | -17.1% | +51.1% | +40.4% |
| YTD | +30.7% | -12.0% | +42.6% | +34.0% |
| 1Y | +39.2% | -0.2% | +39.4% | +36.6% |
| 3Y | +120.4% | +26.8% | +93.6% | +97.0% |
| 5Y | +148.8% | +56.9% | +91.9% | +104.1% |
| 10Y | +803.3% | +226.7% | +576.6% | +470.3% |
| All | +1,475.9% | +819.6% | +656.2% | +583.4% |
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 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