+192.9%
XOM vs AZN
+223.4%
-30.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.1% | -1.6% | +5.6% | +4.4% |
| 30D | +4.6% | +1.1% | +3.5% | +4.3% |
| 3M | +14.0% | -12.1% | +26.1% | +16.3% |
| 6M | +11.0% | -17.1% | +28.1% | +14.1% |
| YTD | +40.7% | -12.0% | +52.7% | +42.8% |
| 1Y | +52.3% | -0.2% | +52.5% | +50.4% |
| 3Y | +60.5% | +26.8% | +33.7% | +48.7% |
| 5Y | +266.4% | +56.9% | +209.5% | +217.9% |
| All | +192.9% | +223.4% | -30.5% | +129.6% |
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 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