+106.2%
XLP vs AZN
+213.8%
-107.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.3% |
| 30D | -2.2% | -3.1% | +0.8% | -1.6% |
| 3M | -0.6% | -14.4% | +13.9% | +2.7% |
| 6M | -2.2% | -19.5% | +17.3% | +2.3% |
| YTD | +8.3% | -13.8% | +22.0% | +11.3% |
| 1Y | +5.7% | -2.4% | +8.1% | +5.4% |
| 3Y | +25.7% | +21.3% | +4.4% | +17.9% |
| 5Y | +31.3% | +53.6% | -22.4% | +14.9% |
| 10Y | +106.2% | +220.1% | -114.0% | +61.1% |
| All | +106.2% | +213.8% | -107.7% | +61.1% |
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