+4,581.7%
AZN vs EFX
+4,570.6%
+11.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.5% |
| 7D | -2.9% | -9.4% | +6.5% | -0.8% |
| 30D | -3.1% | -6.9% | +3.8% | -1.6% |
| 3M | -14.4% | +0.1% | -14.6% | -14.9% |
| 6M | -19.5% | -17.3% | -2.2% | -16.8% |
| YTD | -13.8% | -21.8% | +8.1% | -10.2% |
| 1Y | -2.4% | -32.5% | +30.2% | +4.8% |
| 3Y | +21.3% | -12.3% | +33.6% | +20.1% |
| 5Y | +53.6% | -36.6% | +90.3% | +59.8% |
| 10Y | +220.1% | +41.0% | +179.1% | +164.7% |
| All | +4,581.7% | +4,570.6% | +11.1% | +2,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling