+631.5%
XLU vs AZN
+819.6%
-188.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -3.3% | +1.1% | -4.4% | -3.6% |
| 3M | -3.2% | -12.1% | +9.0% | -0.5% |
| 6M | -7.0% | -17.1% | +10.2% | -3.1% |
| YTD | +0.6% | -12.0% | +12.6% | +3.1% |
| 1Y | +2.4% | -0.2% | +2.7% | +1.6% |
| 3Y | +46.3% | +26.8% | +19.5% | +35.7% |
| 5Y | +44.0% | +56.9% | -12.9% | +25.5% |
| 10Y | +140.1% | +226.7% | -86.7% | +72.4% |
| All | +631.5% | +819.6% | -188.2% | +280.6% |
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