-1.6%
XLY vs AZN
+16.0%
-17.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.7% |
| 7D | +1.2% | +7.1% | -5.9% | +0.4% |
| 30D | +5.3% | +17.8% | -12.5% | +3.2% |
| 3M | -0.6% | +15.7% | -16.3% | -2.3% |
| 6M | +0.1% | +3.1% | -3.0% | -0.7% |
| YTD | -0.9% | +2.7% | -3.6% | -1.7% |
| 1Y | -1.6% | +16.3% | -17.9% | -4.4% |
| All | -1.6% | +16.0% | -17.6% | -4.4% |
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