+82.5%
AZN vs COMP
-47.7%
+130.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | +0.7% | -13.3% | +14.1% | +1.1% |
| 3M | -10.5% | +41.1% | -51.6% | -11.4% |
| 6M | -19.3% | +17.2% | -36.4% | -19.9% |
| YTD | -10.6% | +5.2% | -15.8% | -11.2% |
| 1Y | +0.5% | +18.9% | -18.4% | -0.6% |
| 3Y | +25.9% | +215.9% | -190.0% | +19.4% |
| 5Y | +52.4% | -31.2% | +83.6% | +46.1% |
| All | +82.5% | -47.7% | +130.1% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling