+40.7%
ABBV vs AZN
+18.4%
+22.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.0% |
| 7D | +3.1% | +11.5% | -8.4% | -1.2% |
| 30D | +11.6% | +20.8% | -9.1% | +3.6% |
| 3M | +21.7% | +21.5% | +0.2% | +12.6% |
| 6M | +43.5% | +3.0% | +40.5% | +40.6% |
| YTD | +32.9% | +3.9% | +29.0% | +29.6% |
| 1Y | +40.7% | +16.4% | +24.2% | +32.9% |
| All | +40.7% | +18.4% | +22.3% | +32.9% |
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