+216.5%
AZN vs EQT
+50.4%
+166.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | +1.1% | 0.0% | +1.0% | +1.0% |
| 3M | -12.1% | +5.9% | -18.1% | -12.4% |
| 6M | -17.1% | -14.8% | -2.4% | -16.7% |
| YTD | -12.0% | +1.8% | -13.7% | -12.2% |
| 1Y | -0.2% | +7.4% | -7.6% | -0.7% |
| 3Y | +26.8% | +33.6% | -6.8% | +24.5% |
| 5Y | +56.9% | +199.3% | -142.4% | +50.3% |
| All | +216.5% | +50.4% | +166.1% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling