+16.4%
AZN vs EOG
+45.9%
-29.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +2.5% |
| 7D | +11.5% | -8.6% | +20.1% | +10.9% |
| 30D | +20.8% | +2.8% | +18.0% | +21.2% |
| 3M | +21.5% | +3.2% | +18.3% | +21.9% |
| 6M | +3.0% | +5.3% | -2.3% | +3.3% |
| YTD | +3.9% | +44.5% | -40.6% | +2.8% |
| 1Y | +16.4% | +44.2% | -27.7% | +15.9% |
| All | +16.4% | +45.9% | -29.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling