+4,674.2%
AZN vs ED
+1,401.5%
+3,272.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -0.9% | +1.1% | -1.9% | -1.2% |
| 3M | -11.8% | +4.6% | -16.5% | -13.1% |
| 6M | -17.6% | -2.0% | -15.6% | -17.2% |
| YTD | -12.0% | +11.7% | -23.7% | -15.1% |
| 1Y | -0.9% | +15.7% | -16.6% | -5.5% |
| 3Y | +23.7% | +34.4% | -10.7% | +11.9% |
| 5Y | +54.5% | +67.3% | -12.8% | +30.0% |
| 10Y | +218.2% | +104.0% | +114.1% | +144.9% |
| All | +4,674.2% | +1,401.5% | +3,272.6% | +2,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling