+28.1%
XLP vs AZN
+27.4%
+0.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | +3.8% | -10.5% | +14.3% | +5.7% |
| 6M | -1.7% | -19.3% | +17.5% | +1.8% |
| YTD | +10.3% | -10.6% | +20.8% | +12.1% |
| 1Y | +7.8% | +0.5% | +7.3% | +7.3% |
| All | +28.1% | +27.4% | +0.8% | +20.0% |
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