+358.7%
ALAB vs AZN
+26.4%
+332.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -4.6% |
| 7D | +0.6% | -3.1% | +3.7% | -0.7% |
| 30D | -8.8% | +0.6% | -9.4% | -8.4% |
| 3M | -14.0% | -10.8% | -3.2% | -16.5% |
| 6M | +144.3% | -18.1% | +162.4% | +130.6% |
| YTD | +71.0% | -12.3% | +83.3% | +66.3% |
| 1Y | +23.5% | -0.2% | +23.7% | +24.8% |
| All | +358.7% | +26.4% | +332.3% | +418.5% |
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