+3,770.2%
ABT vs AZN
+4,360.5%
-590.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.3% |
| 7D | -4.7% | -2.9% | -1.8% | -3.9% |
| 30D | -3.1% | -3.1% | -0.1% | -2.2% |
| 3M | +16.1% | -14.4% | +30.6% | +21.5% |
| 6M | -5.3% | -19.5% | +14.2% | +0.8% |
| YTD | -14.4% | -13.8% | -0.7% | -11.1% |
| 1Y | -18.4% | -2.4% | -16.0% | -18.7% |
| 3Y | +11.2% | +21.3% | -10.1% | +2.2% |
| 5Y | -9.4% | +53.6% | -63.0% | -23.7% |
| 10Y | +209.7% | +220.1% | -10.4% | +103.5% |
| All | +3,770.2% | +4,360.5% | -590.3% | +1,057.7% |
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 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