+103.4%
AMGN vs AZN
+55.9%
+47.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -13.7% | -1.6% | -12.1% | -13.2% |
| 30D | -8.8% | +1.1% | -9.9% | -9.1% |
| 3M | +7.2% | -12.1% | +19.3% | +11.8% |
| 6M | +1.3% | -17.1% | +18.4% | +7.6% |
| YTD | +17.6% | -12.0% | +29.6% | +22.5% |
| 1Y | +37.2% | -0.2% | +37.4% | +37.1% |
| 3Y | +57.7% | +26.8% | +31.0% | +46.8% |
| All | +103.4% | +55.9% | +47.6% | +82.9% |
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