+216.5%
AZN vs ESI
+312.8%
-96.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -4.6% | +3.1% | -0.9% |
| 30D | +1.1% | -10.5% | +11.6% | +2.6% |
| 3M | -12.1% | -19.8% | +7.7% | -9.7% |
| 6M | -17.1% | +5.8% | -23.0% | -19.3% |
| YTD | -12.0% | +38.3% | -50.3% | -18.3% |
| 1Y | -0.2% | +31.5% | -31.7% | -6.9% |
| 3Y | +26.8% | +80.7% | -53.9% | +10.0% |
| 5Y | +56.9% | +69.4% | -12.5% | +35.4% |
| All | +216.5% | +312.8% | -96.2% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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