+0.2%
XLU vs AZN
+16.0%
-15.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.4% | +7.1% | -6.8% | -0.7% |
| 30D | +5.2% | +17.8% | -12.6% | +2.6% |
| 3M | -0.1% | +15.7% | -15.8% | -2.3% |
| 6M | -5.3% | +3.1% | -8.4% | -5.5% |
| YTD | +3.5% | +2.7% | +0.9% | +4.0% |
| 1Y | +0.2% | +16.3% | -16.1% | -1.0% |
| All | +0.2% | +16.0% | -15.8% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling