+1,006.1%
AZN vs EBAY
+12,594.5%
-11,588.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.6% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | +0.6% | -0.6% | +1.2% | +0.6% |
| 3M | -10.8% | -1.0% | -9.8% | -10.7% |
| 6M | -18.1% | +16.3% | -34.4% | -19.4% |
| YTD | -12.3% | +21.7% | -34.0% | -14.2% |
| 1Y | -0.2% | +16.5% | -16.7% | -2.2% |
| 3Y | +23.4% | +154.2% | -130.8% | +11.3% |
| 5Y | +56.4% | +58.1% | -1.7% | +46.0% |
| 10Y | +225.7% | +273.5% | -47.8% | +177.0% |
| All | +1,006.1% | +12,594.5% | -11,588.4% | +591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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