+1,129.0%
ABBV vs AZN
+415.6%
+713.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | -4.1% | -2.9% | -1.2% | -3.1% |
| 30D | +1.2% | -3.1% | +4.3% | +2.4% |
| 3M | +12.1% | -14.4% | +26.5% | +18.6% |
| 6M | +12.0% | -19.5% | +31.5% | +21.1% |
| YTD | +12.4% | -13.8% | +26.2% | +18.1% |
| 1Y | +22.9% | -2.4% | +25.3% | +23.0% |
| 3Y | +86.8% | +21.3% | +65.5% | +70.1% |
| 5Y | +181.0% | +53.6% | +127.4% | +129.0% |
| 10Y | +497.0% | +220.1% | +276.8% | +258.1% |
| All | +1,129.0% | +415.6% | +713.4% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling