+216.5%
AZN vs EME
+1,362.1%
-1,145.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -1.9% |
| 30D | +1.1% | -6.3% | +7.4% | +1.6% |
| 3M | -12.1% | -3.8% | -8.4% | -12.2% |
| 6M | -17.1% | +8.5% | -25.7% | -18.4% |
| YTD | -12.0% | +27.8% | -39.8% | -15.0% |
| 1Y | -0.2% | +22.2% | -22.4% | -3.6% |
| 3Y | +26.8% | +253.5% | -226.7% | +4.4% |
| 5Y | +56.9% | +578.6% | -521.7% | +16.2% |
| All | +216.5% | +1,362.1% | -1,145.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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