+4,662.2%
AZN vs DE
+13,796.3%
-9,134.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | +0.6% | +9.7% | -9.1% | -1.3% |
| 3M | -10.8% | +21.4% | -32.2% | -14.3% |
| 6M | -18.1% | +15.0% | -33.1% | -20.7% |
| YTD | -12.3% | +46.4% | -58.7% | -19.0% |
| 1Y | -0.2% | +45.6% | -45.8% | -7.9% |
| 3Y | +23.4% | +76.8% | -53.4% | +8.5% |
| 5Y | +56.4% | +99.4% | -43.0% | +32.0% |
| 10Y | +225.7% | +864.6% | -638.9% | +95.1% |
| All | +4,662.2% | +13,796.3% | -9,134.0% | +1,921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling