+4,581.7%
AZN vs BEN
+1,795.3%
+2,786.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -2.9% | +3.4% | -6.3% | -3.6% |
| 30D | -3.1% | +1.8% | -4.9% | -3.5% |
| 3M | -14.4% | +8.4% | -22.8% | -16.2% |
| 6M | -19.5% | +35.6% | -55.1% | -25.1% |
| YTD | -13.8% | +46.4% | -60.1% | -21.2% |
| 1Y | -2.4% | +46.3% | -48.7% | -11.0% |
| 3Y | +21.3% | +54.6% | -33.3% | +6.9% |
| 5Y | +53.6% | +39.4% | +14.3% | +35.4% |
| 10Y | +220.1% | +57.6% | +162.6% | +158.7% |
| All | +4,581.7% | +1,795.3% | +2,786.4% | +2,098.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling