+0.5%
AZN vs EQT
+7.9%
-7.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +0.7% | +7.7% | -6.9% | +0.3% |
| 3M | -10.5% | +0.2% | -10.7% | -10.7% |
| 6M | -19.3% | -9.5% | -9.8% | -19.3% |
| YTD | -10.6% | +3.8% | -14.4% | -11.7% |
| 1Y | +0.5% | +7.8% | -7.3% | -4.3% |
| All | +0.5% | +7.9% | -7.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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