+4,674.2%
AZN vs EMR
+2,354.9%
+2,319.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.5% | +3.1% | -4.6% | -2.3% |
| 30D | -0.9% | -3.5% | +2.7% | -0.1% |
| 3M | -11.8% | +9.8% | -21.6% | -14.4% |
| 6M | -17.6% | +10.8% | -28.4% | -20.4% |
| YTD | -12.0% | +15.9% | -28.0% | -16.4% |
| 1Y | -0.9% | +16.4% | -17.3% | -6.1% |
| 3Y | +23.7% | +62.1% | -38.4% | +4.8% |
| 5Y | +54.5% | +62.9% | -8.4% | +29.0% |
| 10Y | +218.2% | +267.8% | -49.6% | +98.7% |
| All | +4,674.2% | +2,354.9% | +2,319.2% | +1,841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling