+56.4%
AZN vs ED
+66.8%
-10.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -3.1% | -1.9% | -1.3% | -2.5% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -10.8% | 0.0% | -10.8% | -10.8% |
| 6M | -18.1% | -2.5% | -15.6% | -17.5% |
| YTD | -12.3% | +10.1% | -22.4% | -15.0% |
| 1Y | -0.2% | +13.6% | -13.8% | -4.5% |
| 3Y | +23.4% | +32.4% | -9.1% | +11.1% |
| 5Y | +56.4% | +69.9% | -13.5% | +31.7% |
| All | +56.4% | +66.8% | -10.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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