+62.4%
AZN vs ES
+3.8%
+58.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +17.1% | +6.7% | +10.4% | +14.9% |
| 3M | +16.8% | +0.3% | +16.5% | +16.6% |
| 6M | +2.0% | +7.4% | -5.4% | -0.2% |
| YTD | +1.9% | +8.4% | -6.5% | -0.6% |
| 1Y | +5.2% | +0.6% | +4.5% | +4.3% |
| 3Y | +54.8% | +50.6% | +4.2% | +34.3% |
| 5Y | +62.4% | +4.8% | +57.6% | +55.9% |
| All | +62.4% | +3.8% | +58.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling