-16.5%
ABT vs AZN
+0.4%
-16.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +2.5% | +0.7% | +1.7% | +2.3% |
| 3M | +20.2% | -10.5% | +30.7% | +22.8% |
| 6M | -2.9% | -19.3% | +16.3% | +0.9% |
| YTD | -11.9% | -10.6% | -1.3% | -9.7% |
| 1Y | -16.5% | +0.5% | -17.1% | -15.5% |
| All | -16.5% | +0.4% | -16.9% | -15.5% |
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