+4,674.2%
AZN vs ECL
+8,946.3%
-4,272.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -0.9% | -2.5% | +1.6% | 0.0% |
| 3M | -11.8% | +8.3% | -20.2% | -14.2% |
| 6M | -17.6% | -1.1% | -16.5% | -17.5% |
| YTD | -12.0% | +6.5% | -18.6% | -14.0% |
| 1Y | -0.9% | +2.1% | -2.9% | -1.9% |
| 3Y | +23.7% | +57.6% | -33.9% | +5.6% |
| 5Y | +54.5% | +28.1% | +26.5% | +38.3% |
| 10Y | +218.2% | +153.2% | +64.9% | +117.5% |
| All | +4,674.2% | +8,946.3% | -4,272.2% | +1,364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling