+63.1%
AZN vs DOC
-21.4%
+84.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.1% | +6.5% | -6.6% | -1.8% |
| 30D | +16.4% | +9.2% | +7.3% | +13.8% |
| 3M | +15.7% | -2.5% | +18.2% | +16.4% |
| 6M | +0.8% | +7.1% | -6.3% | -0.9% |
| YTD | +2.5% | +33.0% | -30.5% | -5.0% |
| 1Y | +12.4% | +23.3% | -10.8% | +6.2% |
| 3Y | +53.4% | +44.9% | +8.5% | +37.2% |
| All | +63.1% | -21.4% | +84.5% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling