+0.5%
AZN vs BEN
+42.6%
-42.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +0.7% | -0.5% | +1.3% | +0.8% |
| 3M | -10.5% | +9.7% | -20.2% | -11.5% |
| 6M | -19.3% | +33.9% | -53.2% | -21.8% |
| YTD | -10.6% | +49.0% | -59.6% | -14.5% |
| 1Y | +0.5% | +42.1% | -41.6% | -9.1% |
| All | +0.5% | +42.6% | -42.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling