+76.0%
AZN vs COMP
-49.7%
+125.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -2.9% | +0.8% | -3.8% | -2.9% |
| 30D | -3.1% | -13.9% | +10.8% | -2.7% |
| 3M | -14.4% | +30.7% | -45.2% | -15.1% |
| 6M | -19.5% | +18.7% | -38.2% | -20.1% |
| YTD | -13.8% | +1.0% | -14.8% | -14.3% |
| 1Y | -2.4% | +15.1% | -17.5% | -3.4% |
| 3Y | +21.3% | +219.8% | -198.5% | +15.0% |
| 5Y | +53.6% | -28.7% | +82.3% | +46.9% |
| All | +76.0% | -49.7% | +125.8% | +73.0% |
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