+57.7%
AZN vs EL
-69.0%
+126.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -1.6% | -6.5% | +4.9% | -0.8% |
| 30D | +1.1% | +11.1% | -10.1% | -0.3% |
| 3M | -12.1% | +10.7% | -22.8% | -13.3% |
| 6M | -17.1% | +6.9% | -24.0% | -18.2% |
| YTD | -12.0% | -6.3% | -5.7% | -12.1% |
| 1Y | -0.2% | +13.5% | -13.7% | -2.9% |
| 3Y | +26.8% | -33.1% | +59.8% | +28.5% |
| All | +57.7% | -69.0% | +126.8% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling