-18.1%
AZN vs EFX
-17.0%
-1.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -3.1% | -11.1% | +8.0% | -1.5% |
| 30D | +0.6% | -7.4% | +7.9% | +1.6% |
| 3M | -10.8% | +1.5% | -12.3% | -11.2% |
| 6M | -18.1% | -13.7% | -4.4% | -16.1% |
| All | -18.1% | -17.0% | -1.2% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling