-11.3%
ABT vs AZN
+55.9%
-67.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -5.9% | -1.6% | -4.3% | -5.5% |
| 30D | -8.1% | +1.1% | -9.1% | -8.4% |
| 3M | +14.5% | -12.1% | +26.7% | +18.4% |
| 6M | -6.3% | -17.1% | +10.9% | -1.7% |
| YTD | -17.1% | -12.0% | -5.1% | -14.7% |
| 1Y | -21.4% | -0.2% | -21.1% | -22.1% |
| 3Y | +5.9% | +26.8% | -20.8% | -3.6% |
| All | -11.3% | +55.9% | -67.1% | -24.5% |
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 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