+216.5%
AZN vs ECL
+160.1%
+56.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -1.6% | -1.1% | -0.4% | -1.2% |
| 30D | +1.1% | -0.8% | +1.9% | +1.3% |
| 3M | -12.1% | +5.0% | -17.2% | -13.5% |
| 6M | -17.1% | +0.2% | -17.4% | -17.4% |
| YTD | -12.0% | +5.8% | -17.7% | -13.5% |
| 1Y | -0.2% | +1.5% | -1.8% | -1.0% |
| 3Y | +26.8% | +55.0% | -28.2% | +10.7% |
| 5Y | +56.9% | +29.3% | +27.6% | +41.8% |
| All | +216.5% | +160.1% | +56.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling