+216.5%
AZN vs EIX
+19.9%
+196.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | +1.1% | -19.3% | +20.4% | +4.7% |
| 3M | -12.1% | -21.7% | +9.5% | -8.4% |
| 6M | -17.1% | -19.8% | +2.7% | -14.2% |
| YTD | -12.0% | -3.0% | -8.9% | -12.6% |
| 1Y | -0.2% | +5.1% | -5.3% | -2.7% |
| 3Y | +26.8% | -7.0% | +33.7% | +25.1% |
| 5Y | +56.9% | +22.0% | +34.9% | +45.8% |
| All | +216.5% | +19.9% | +196.7% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling