+0.5%
AZN vs EFX
-25.2%
+25.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -0.4% |
| 7D | 0.0% | -8.6% | +8.6% | +1.1% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | -10.5% | +3.8% | -14.3% | -11.1% |
| 6M | -19.3% | -13.5% | -5.8% | -18.2% |
| YTD | -10.6% | -17.7% | +7.1% | -8.9% |
| 1Y | +0.5% | -25.6% | +26.1% | +2.9% |
| All | +0.5% | -25.2% | +25.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling