+32.0%
XLP vs AZN
+53.9%
-21.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.3% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | +1.8% | -11.8% | +13.7% | +4.2% |
| 6M | -0.8% | -17.6% | +16.8% | +2.7% |
| YTD | +9.5% | -12.0% | +21.6% | +11.8% |
| 1Y | +7.2% | -0.9% | +8.0% | +6.7% |
| 3Y | +27.1% | +23.7% | +3.5% | +19.6% |
| 5Y | +32.0% | +54.5% | -22.5% | +18.7% |
| All | +32.0% | +53.9% | -21.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling