+187.4%
ABBV vs AZN
+55.9%
+131.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.3% | -1.6% | +1.8% | +0.8% |
| 30D | +3.4% | +1.1% | +2.3% | +3.0% |
| 3M | +15.2% | -12.1% | +27.3% | +20.2% |
| 6M | +14.7% | -17.1% | +31.8% | +21.8% |
| YTD | +15.2% | -12.0% | +27.2% | +19.6% |
| 1Y | +20.4% | -0.2% | +20.6% | +19.6% |
| 3Y | +91.3% | +26.8% | +64.6% | +75.0% |
| All | +187.4% | +55.9% | +131.6% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling