+62.4%
AZN vs D
+13.0%
+49.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.9% | -2.4% | +0.6% | -1.2% |
| 30D | +17.1% | +9.0% | +8.2% | +14.3% |
| 3M | +16.8% | +1.0% | +15.9% | +16.4% |
| 6M | +2.0% | +11.0% | -9.0% | -1.1% |
| YTD | +1.9% | +19.8% | -17.8% | -3.4% |
| 1Y | +5.2% | +16.0% | -10.8% | +0.6% |
| 3Y | +54.8% | +74.4% | -19.6% | +31.4% |
| 5Y | +62.4% | +13.5% | +48.9% | +57.9% |
| All | +62.4% | +13.0% | +49.5% | +57.9% |
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