-25.9%
ADBE vs AZN
+18.4%
-44.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.6% |
| 7D | -0.5% | +11.5% | -12.0% | -2.0% |
| 30D | +4.1% | +20.8% | -16.7% | +1.8% |
| 3M | -3.5% | +21.5% | -25.0% | -5.5% |
| 6M | -2.2% | +3.0% | -5.2% | -4.3% |
| YTD | -29.0% | +3.9% | -32.9% | -31.5% |
| 1Y | -25.9% | +16.4% | -42.3% | -28.7% |
| All | -25.9% | +18.4% | -44.3% | -28.7% |
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 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