+20.4%
ABBV vs AZN
+0.1%
+20.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.9% |
| 3M | +15.2% | -12.1% | +27.3% | +21.0% |
| 6M | +14.7% | -17.1% | +31.8% | +22.9% |
| YTD | +15.2% | -12.0% | +27.2% | +19.9% |
| 1Y | +20.4% | -0.2% | +20.6% | +17.4% |
| All | +20.4% | +0.1% | +20.3% | +17.4% |
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