+55.8%
AZN vs DOC
+49.4%
+6.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | +1.5% | +5.9% | -4.3% | +0.1% |
| 30D | +19.0% | +10.3% | +8.7% | +16.1% |
| 3M | +17.3% | -2.2% | +19.5% | +17.8% |
| 6M | +3.6% | +8.2% | -4.6% | +1.7% |
| YTD | +4.1% | +35.4% | -31.3% | -3.0% |
| 1Y | +13.1% | +23.6% | -10.5% | +7.6% |
| 3Y | +55.8% | +57.3% | -1.5% | +46.4% |
| All | +55.8% | +49.4% | +6.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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