+56.4%
AZN vs EMB
+6.1%
+50.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.4% |
| 30D | +0.6% | -1.1% | +1.6% | +1.3% |
| 3M | -10.8% | -0.8% | -10.0% | -10.4% |
| 6M | -18.1% | -0.1% | -18.1% | -18.1% |
| YTD | -12.3% | +0.4% | -12.7% | -12.5% |
| 1Y | -0.2% | +3.3% | -3.5% | -2.3% |
| 3Y | +23.4% | +29.0% | -5.7% | +5.4% |
| 5Y | +56.4% | +6.3% | +50.0% | +31.0% |
| All | +56.4% | +6.1% | +50.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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