+11,081.6%
AMGN vs AZN
+4,437.2%
+6,644.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.8% |
| 7D | -13.9% | -3.1% | -10.8% | -12.9% |
| 30D | -7.1% | +0.6% | -7.7% | -7.3% |
| 3M | +13.9% | -10.8% | +24.7% | +18.2% |
| 6M | +3.2% | -18.1% | +21.4% | +10.2% |
| YTD | +19.2% | -12.3% | +31.5% | +24.2% |
| 1Y | +41.1% | -0.2% | +41.3% | +40.6% |
| 3Y | +61.3% | +23.4% | +37.9% | +48.2% |
| 5Y | +109.1% | +56.4% | +52.7% | +74.1% |
| 10Y | +209.4% | +225.7% | -16.2% | +97.8% |
| All | +11,081.6% | +4,437.2% | +6,644.4% | +3,155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling