+2,882.6%
XOM vs AZN
+4,437.2%
-1,554.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +1.9% | -3.1% | +5.0% | +2.7% |
| 30D | +4.1% | +0.6% | +3.5% | +3.9% |
| 3M | +10.4% | -10.8% | +21.2% | +13.2% |
| 6M | +13.0% | -18.1% | +31.2% | +17.9% |
| YTD | +40.1% | -12.3% | +52.3% | +43.2% |
| 1Y | +51.1% | -0.2% | +51.3% | +48.9% |
| 3Y | +57.7% | +23.4% | +34.4% | +44.9% |
| 5Y | +264.7% | +56.4% | +208.4% | +208.7% |
| 10Y | +193.1% | +225.7% | -32.6% | +95.9% |
| All | +2,882.6% | +4,437.2% | -1,554.7% | +1,144.3% |
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 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