+4,662.2%
AZN vs EQT
+1,767.2%
+2,895.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | +0.6% | +1.1% | -0.5% | +0.4% |
| 3M | -10.8% | +4.8% | -15.6% | -11.4% |
| 6M | -18.1% | -10.6% | -7.5% | -17.2% |
| YTD | -12.3% | +3.4% | -15.7% | -13.0% |
| 1Y | -0.2% | +8.7% | -8.9% | -1.8% |
| 3Y | +23.4% | +35.0% | -11.6% | +16.0% |
| 5Y | +56.4% | +204.2% | -147.9% | +27.4% |
| 10Y | +225.7% | +52.5% | +173.2% | +172.4% |
| All | +4,662.2% | +1,767.2% | +2,895.1% | +2,226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling