+384.5%
ALAB vs AZN
+24.3%
+360.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +3.2% |
| 7D | +9.6% | -2.9% | +12.5% | +8.2% |
| 30D | -5.3% | -3.1% | -2.2% | -6.4% |
| 3M | -12.0% | -14.4% | +2.4% | -16.1% |
| 6M | +145.7% | -19.5% | +165.2% | +130.2% |
| YTD | +80.7% | -13.8% | +94.4% | +74.2% |
| 1Y | +40.1% | -2.4% | +42.5% | +40.2% |
| All | +384.5% | +24.3% | +360.2% | +443.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling