+4,662.2%
AZN vs EOG
+4,595.1%
+67.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +0.6% | +2.8% | -2.3% | +0.2% |
| 3M | -10.8% | +5.9% | -16.7% | -11.6% |
| 6M | -18.1% | +17.1% | -35.2% | -20.2% |
| YTD | -12.3% | +43.9% | -56.2% | -17.0% |
| 1Y | -0.2% | +26.9% | -27.1% | -4.0% |
| 3Y | +23.4% | +23.6% | -0.2% | +17.9% |
| 5Y | +56.4% | +178.1% | -121.8% | +30.5% |
| 10Y | +225.7% | +119.8% | +105.9% | +161.7% |
| All | +4,662.2% | +4,595.1% | +67.1% | +2,433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling