+7,196.3%
AXP vs AZN
+5,208.0%
+1,988.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | +5.0% | +17.3% | -12.4% | -1.1% |
| 3M | -4.2% | +15.3% | -19.6% | -9.3% |
| 6M | +2.9% | +2.1% | +0.8% | +1.0% |
| YTD | -11.6% | +2.6% | -14.2% | -13.8% |
| 1Y | -11.1% | +7.9% | -18.9% | -15.0% |
| 3Y | +116.7% | +55.8% | +60.9% | +76.8% |
| 5Y | +89.6% | +63.0% | +26.6% | +49.7% |
| 10Y | +428.4% | +343.2% | +85.2% | +169.9% |
| All | +7,196.3% | +5,208.0% | +1,988.3% | +1,797.0% |
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 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