-60.9%
ADBE vs AZN
+55.9%
-116.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | -5.4% | -1.6% | -3.8% | -5.1% |
| 30D | -2.5% | +1.1% | -3.6% | -2.7% |
| 3M | +15.3% | -12.1% | +27.4% | +17.8% |
| 6M | -7.8% | -17.1% | +9.3% | -5.1% |
| YTD | -27.9% | -12.0% | -16.0% | -26.9% |
| 1Y | -28.0% | -0.2% | -27.8% | -29.1% |
| 3Y | -55.3% | +26.8% | -82.1% | -59.1% |
| All | -60.9% | +55.9% | -116.8% | -65.8% |
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