+33.6%
XLY vs AZN
+28.0%
+5.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | -4.2% | +1.1% | -5.2% | -4.3% |
| 3M | -2.7% | -12.1% | +9.5% | -1.1% |
| 6M | -0.6% | -17.1% | +16.5% | +2.0% |
| YTD | -5.0% | -12.0% | +7.0% | -3.6% |
| 1Y | -4.1% | -0.2% | -3.9% | -4.7% |
| 3Y | +33.6% | +26.8% | +6.8% | +25.3% |
| All | +33.6% | +28.0% | +5.6% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling