+52.6%
XOM vs AZN
+18.4%
+34.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -4.4% |
| 7D | -7.0% | +11.5% | -18.5% | -6.3% |
| 30D | +3.2% | +20.8% | -17.5% | +4.8% |
| 3M | +10.7% | +21.5% | -10.8% | +12.3% |
| 6M | +11.6% | +3.0% | +8.6% | +12.4% |
| YTD | +43.5% | +3.9% | +39.6% | +44.9% |
| 1Y | +52.6% | +16.4% | +36.2% | +50.4% |
| All | +52.6% | +18.4% | +34.2% | +50.4% |
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