+26.8%
AZN vs EFX
-12.2%
+39.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -1.6% | -4.5% | +3.0% | -0.9% |
| 30D | +1.1% | -6.1% | +7.1% | +2.0% |
| 3M | -12.1% | +6.2% | -18.3% | -13.1% |
| 6M | -17.1% | -11.2% | -5.9% | -16.1% |
| YTD | -12.0% | -21.4% | +9.4% | -9.4% |
| 1Y | -0.2% | -34.3% | +34.1% | +5.5% |
| 3Y | +26.8% | -12.5% | +39.3% | +29.2% |
| All | +26.8% | -12.2% | +39.0% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling