+26.8%
AZN vs DGX
+96.4%
-69.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +1.1% | -1.2% | +2.2% | +1.3% |
| 3M | -12.1% | +15.8% | -27.9% | -15.5% |
| 6M | -17.1% | +18.2% | -35.3% | -20.8% |
| YTD | -12.0% | +37.2% | -49.2% | -19.0% |
| 1Y | -0.2% | +30.4% | -30.6% | -7.3% |
| 3Y | +26.8% | +96.7% | -69.9% | +7.0% |
| All | +26.8% | +96.4% | -69.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling