+257.6%
ALAB vs AZN
+46.0%
+211.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +16.3% | -1.1% | +17.4% | +15.7% |
| 30D | -26.1% | +13.8% | -40.0% | -21.2% |
| 3M | -31.3% | +17.3% | -48.6% | -25.4% |
| 6M | -1.0% | -1.7% | +0.7% | +1.9% |
| YTD | +33.3% | +1.4% | +32.0% | +39.5% |
| 1Y | +53.5% | +5.2% | +48.4% | +62.2% |
| All | +257.6% | +46.0% | +211.6% | +335.0% |
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