+117.0%
AXP vs AZN
+52.6%
+64.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +5.8% | +16.4% | -10.6% | +4.3% |
| 3M | -6.0% | +15.7% | -21.8% | -7.3% |
| 6M | +0.3% | +0.8% | -0.5% | 0.0% |
| YTD | -12.3% | +2.5% | -14.7% | -12.9% |
| 1Y | -11.2% | +12.4% | -23.7% | -12.8% |
| 3Y | +117.0% | +53.4% | +63.6% | +103.5% |
| All | +117.0% | +52.6% | +64.5% | +103.5% |
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 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