+504.9%
ABBV vs AZN
+223.4%
+281.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.3% | -1.6% | +1.8% | +0.9% |
| 30D | +3.4% | +1.1% | +2.3% | +3.0% |
| 3M | +15.2% | -12.1% | +27.3% | +20.8% |
| 6M | +14.7% | -17.1% | +31.8% | +22.7% |
| YTD | +15.2% | -12.0% | +27.2% | +20.1% |
| 1Y | +20.4% | -0.2% | +20.6% | +19.4% |
| 3Y | +91.3% | +26.8% | +64.6% | +71.1% |
| 5Y | +189.6% | +56.9% | +132.7% | +132.8% |
| All | +504.9% | +223.4% | +281.5% | +268.4% |
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 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