+216.5%
AZN vs DE
+863.9%
-647.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.6% | -2.6% | +1.0% | -1.1% |
| 30D | +1.1% | +9.0% | -8.0% | -0.6% |
| 3M | -12.1% | +19.1% | -31.3% | -15.1% |
| 6M | -17.1% | +14.4% | -31.5% | -19.5% |
| YTD | -12.0% | +45.9% | -57.9% | -18.4% |
| 1Y | -0.2% | +43.6% | -43.8% | -7.3% |
| 3Y | +26.8% | +75.9% | -49.1% | +12.1% |
| 5Y | +56.9% | +98.8% | -41.9% | +33.1% |
| All | +216.5% | +863.9% | -647.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling