+559.7%
XLP vs AZN
+972.3%
-412.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | +2.3% | +1.6% | +0.8% | +2.0% |
| 30D | +9.1% | +17.3% | -8.2% | +4.9% |
| 3M | +7.9% | +15.3% | -7.5% | +4.1% |
| 6M | +9.6% | +2.1% | +7.5% | +8.5% |
| YTD | +19.4% | +2.6% | +16.8% | +17.8% |
| 1Y | +22.4% | +7.9% | +14.5% | +19.2% |
| 3Y | +43.2% | +55.8% | -12.7% | +26.0% |
| 5Y | +42.6% | +63.0% | -20.4% | +22.5% |
| 10Y | +135.4% | +343.2% | -207.8% | +53.4% |
| All | +559.7% | +972.3% | -412.6% | +204.8% |
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