+657.6%
AZN vs EFV
+252.1%
+405.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.1% | -2.0% | -1.1% | -1.9% |
| 30D | +0.6% | -0.2% | +0.7% | +0.7% |
| 3M | -10.8% | +9.1% | -19.9% | -15.4% |
| 6M | -18.1% | +11.7% | -29.8% | -23.5% |
| YTD | -12.3% | +17.0% | -29.3% | -20.3% |
| 1Y | -0.2% | +26.7% | -26.9% | -13.5% |
| 3Y | +23.4% | +90.2% | -66.8% | -16.2% |
| 5Y | +56.4% | +96.1% | -39.7% | +3.5% |
| 10Y | +225.7% | +164.5% | +61.1% | +75.7% |
| All | +657.6% | +252.1% | +405.5% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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