-0.2%
AZN vs EIX
+6.9%
-7.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.1% | -19.3% | +20.4% | +3.9% |
| 3M | -12.1% | -21.7% | +9.5% | -8.8% |
| 6M | -17.1% | -19.8% | +2.7% | -14.7% |
| YTD | -12.0% | -3.0% | -8.9% | -13.8% |
| 1Y | -0.2% | +5.1% | -5.3% | -3.3% |
| All | -0.2% | +6.9% | -7.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling