+4,753.5%
AZN vs D
+1,301.2%
+3,452.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +0.7% | -2.6% | +3.3% | +1.6% |
| 3M | -10.5% | 0.0% | -10.5% | -10.6% |
| 6M | -19.3% | +7.4% | -26.6% | -21.3% |
| YTD | -10.6% | +15.9% | -26.5% | -15.1% |
| 1Y | +0.5% | +18.1% | -17.6% | -5.3% |
| 3Y | +25.9% | +58.4% | -32.5% | +6.2% |
| 5Y | +52.4% | +5.2% | +47.2% | +45.6% |
| 10Y | +220.8% | +35.9% | +185.0% | +171.4% |
| All | +4,753.5% | +1,301.2% | +3,452.3% | +2,025.9% |
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 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