+1,525.1%
AZN vs DGX
+8,778.1%
-7,253.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | 0.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +1.1% | -1.2% | +2.2% | +1.3% |
| 3M | -12.1% | +15.8% | -27.9% | -14.8% |
| 6M | -17.1% | +18.2% | -35.3% | -20.1% |
| YTD | -12.0% | +37.2% | -49.2% | -17.6% |
| 1Y | -0.2% | +30.4% | -30.6% | -5.8% |
| 3Y | +26.8% | +96.7% | -69.9% | +9.6% |
| 5Y | +56.9% | +67.2% | -10.3% | +39.1% |
| 10Y | +226.7% | +253.9% | -27.2% | +144.2% |
| All | +1,525.1% | +8,778.1% | -7,253.0% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling