+16.4%
AZN vs EL
+25.6%
-9.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +2.1% |
| 7D | +11.5% | +2.5% | +9.0% | +11.2% |
| 30D | +20.8% | +20.1% | +0.7% | +18.7% |
| 3M | +21.5% | +29.3% | -7.8% | +18.5% |
| 6M | +3.0% | +38.8% | -35.7% | -0.1% |
| YTD | +3.9% | +8.1% | -4.2% | +4.0% |
| 1Y | +16.4% | +22.3% | -5.9% | +17.0% |
| All | +16.4% | +25.6% | -9.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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