+44.0%
XLP vs AZN
+69.6%
-25.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +7.3% | +13.8% | -6.5% | +4.4% |
| 3M | +8.1% | +17.3% | -9.2% | +4.5% |
| 6M | +10.5% | -1.7% | +12.2% | +10.5% |
| YTD | +21.2% | +1.4% | +19.8% | +20.1% |
| 1Y | +22.7% | +5.2% | +17.6% | +20.7% |
| 3Y | +44.8% | +52.6% | -7.8% | +29.7% |
| All | +44.0% | +69.6% | -25.6% | +25.0% |
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 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