+109.5%
AZN vs COMP
-53.0%
+162.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -1.2% |
| 7D | +1.6% | +7.2% | -5.6% | +1.3% |
| 30D | +17.3% | +6.4% | +10.9% | +17.0% |
| 3M | +15.3% | -19.4% | +34.8% | +15.9% |
| 6M | +2.1% | +14.6% | -12.4% | +1.5% |
| YTD | +2.6% | -5.5% | +8.1% | +2.1% |
| 1Y | +7.9% | +13.7% | -5.8% | +6.7% |
| 3Y | +55.8% | +409.7% | -353.8% | +45.7% |
| 5Y | +63.0% | -17.0% | +80.0% | +54.9% |
| All | +109.5% | -53.0% | +162.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling