-41.1%
ACN vs AZN
+55.9%
-97.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | -1.5% | -1.6% | 0.0% | -1.1% |
| 30D | +2.1% | +1.1% | +1.0% | +1.9% |
| 3M | +11.1% | -12.1% | +23.2% | +14.6% |
| 6M | -6.8% | -17.1% | +10.3% | -2.7% |
| YTD | -30.0% | -12.0% | -18.1% | -28.3% |
| 1Y | -23.1% | -0.2% | -22.9% | -23.9% |
| 3Y | -40.4% | +26.8% | -67.2% | -45.8% |
| All | -41.1% | +55.9% | -97.0% | -50.2% |
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