+54.5%
AZN vs COMP
-32.0%
+86.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.6% |
| 7D | -1.5% | +4.1% | -5.6% | -1.6% |
| 30D | -0.9% | -14.5% | +13.7% | -0.5% |
| 3M | -11.8% | +41.8% | -53.7% | -12.7% |
| 6M | -17.6% | +23.6% | -41.2% | -18.3% |
| YTD | -12.0% | +1.7% | -13.8% | -12.6% |
| 1Y | -0.9% | +12.6% | -13.4% | -1.8% |
| 3Y | +23.7% | +221.9% | -198.2% | +17.5% |
| 5Y | +54.5% | -28.1% | +82.7% | +38.0% |
| All | +54.5% | -32.0% | +86.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling