+79.2%
AZN vs EOSE
-60.6%
+139.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | +1.1% | -6.8% | +7.9% | +1.1% |
| 3M | -12.1% | -36.3% | +24.2% | -11.6% |
| 6M | -17.1% | -38.8% | +21.6% | -16.9% |
| YTD | -12.0% | -65.5% | +53.6% | -11.1% |
| 1Y | -0.2% | -45.3% | +45.1% | -0.6% |
| 3Y | +26.8% | +44.2% | -17.4% | +21.1% |
| 5Y | +56.9% | -69.5% | +126.4% | +46.0% |
| All | +79.2% | -60.6% | +139.8% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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