+197.1%
ABT vs AZN
+223.4%
-26.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -5.9% | -1.6% | -4.3% | -5.4% |
| 30D | -8.1% | +1.1% | -9.1% | -8.4% |
| 3M | +14.5% | -12.1% | +26.7% | +19.2% |
| 6M | -6.3% | -17.1% | +10.9% | -0.7% |
| YTD | -17.1% | -12.0% | -5.1% | -14.2% |
| 1Y | -21.4% | -0.2% | -21.1% | -22.4% |
| 3Y | +5.9% | +26.8% | -20.8% | -5.6% |
| 5Y | -12.8% | +56.9% | -69.7% | -29.6% |
| All | +197.1% | +223.4% | -26.3% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling