+5,473.9%
AZN vs DOC
+1,209.5%
+4,264.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +7.1% | +6.2% | +0.9% | +5.6% |
| 30D | +17.8% | +6.5% | +11.3% | +16.0% |
| 3M | +15.7% | -6.2% | +21.9% | +17.4% |
| 6M | +3.1% | +25.6% | -22.5% | -2.7% |
| YTD | +2.7% | +32.1% | -29.4% | -4.4% |
| 1Y | +16.3% | +20.3% | -4.0% | +10.7% |
| 3Y | +54.0% | +42.7% | +11.3% | +39.1% |
| 5Y | +63.2% | -22.2% | +85.4% | +68.2% |
| 10Y | +343.7% | +16.5% | +327.2% | +296.1% |
| All | +5,473.9% | +1,209.5% | +4,264.4% | +2,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling