+135.0%
XLU vs AZN
+226.9%
-91.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.9% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -5.6% | +4.7% | -10.3% | -6.8% |
| 3M | -5.5% | -8.4% | +2.9% | -3.7% |
| 6M | -9.8% | -13.8% | +4.0% | -6.7% |
| YTD | -0.7% | -10.0% | +9.3% | +1.3% |
| 1Y | +0.6% | +4.0% | -3.4% | -1.5% |
| 3Y | +40.3% | +27.4% | +13.0% | +28.8% |
| 5Y | +42.8% | +61.3% | -18.5% | +21.3% |
| 10Y | +135.0% | +225.0% | -90.0% | +80.0% |
| All | +135.0% | +226.9% | -91.8% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling