+89.8%
ABBV vs AZN
+27.6%
+62.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -2.0% | -3.1% | +1.1% | -0.8% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | +14.2% | -10.8% | +25.0% | +18.9% |
| 6M | +14.1% | -18.1% | +32.2% | +22.4% |
| YTD | +14.2% | -12.3% | +26.5% | +19.2% |
| 1Y | +24.2% | -0.2% | +24.4% | +23.0% |
| All | +89.8% | +27.6% | +62.2% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling