+57.2%
AZN vs EMR
+62.5%
-5.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | +0.6% | -9.4% | +10.0% | +2.1% |
| 3M | -10.8% | +8.6% | -19.4% | -12.3% |
| 6M | -18.1% | +6.7% | -24.8% | -19.4% |
| YTD | -12.3% | +13.1% | -25.3% | -14.8% |
| 1Y | -0.2% | +12.7% | -12.9% | -3.2% |
| 3Y | +23.4% | +58.1% | -34.7% | +9.8% |
| All | +57.2% | +62.5% | -5.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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