+53.6%
AZN vs D
+5.1%
+48.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -3.1% | -2.1% | -1.0% | -2.5% |
| 3M | -14.4% | -0.7% | -13.7% | -14.3% |
| 6M | -19.5% | +5.6% | -25.1% | -20.8% |
| YTD | -13.8% | +14.6% | -28.3% | -17.2% |
| 1Y | -2.4% | +15.3% | -17.7% | -6.6% |
| 3Y | +21.3% | +59.1% | -37.9% | +5.3% |
| 5Y | +53.6% | +3.9% | +49.7% | +59.6% |
| All | +53.6% | +5.1% | +48.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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