+5,400.3%
AZN vs D
+1,336.7%
+4,063.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.3% | -3.1% | +1.7% | -0.3% |
| 30D | +18.3% | +8.4% | +10.0% | +15.3% |
| 3M | +16.3% | +0.2% | +16.1% | +16.2% |
| 6M | -0.1% | +9.5% | -9.6% | -3.2% |
| YTD | +1.3% | +18.8% | -17.5% | -4.6% |
| 1Y | +6.2% | +14.7% | -8.5% | +1.1% |
| 3Y | +53.9% | +72.9% | -19.1% | +26.4% |
| 5Y | +72.8% | +13.1% | +59.7% | +61.2% |
| 10Y | +332.8% | +47.2% | +285.7% | +256.6% |
| All | +5,400.3% | +1,336.7% | +4,063.5% | +2,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling