+360.3%
AZN vs ESI
+226.4%
+133.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -1.5% | +5.4% | -6.9% | -2.2% |
| 30D | -0.9% | -4.2% | +3.3% | -0.4% |
| 3M | -11.8% | -9.6% | -2.2% | -11.2% |
| 6M | -17.6% | +18.3% | -35.9% | -20.8% |
| YTD | -12.0% | +45.8% | -57.9% | -18.2% |
| 1Y | -0.9% | +39.2% | -40.0% | -7.4% |
| 3Y | +23.7% | +86.3% | -62.6% | +9.0% |
| 5Y | +54.5% | +76.2% | -21.7% | +35.5% |
| 10Y | +218.2% | +306.8% | -88.6% | +136.3% |
| All | +360.3% | +226.4% | +133.8% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling