+146.6%
AZN vs ESTC
+26.3%
+120.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.4% |
| 7D | -1.5% | -4.3% | +2.8% | -1.2% |
| 30D | -0.9% | +17.7% | -18.6% | -2.1% |
| 3M | -11.8% | +42.3% | -54.1% | -14.1% |
| 6M | -17.6% | +64.6% | -82.2% | -20.7% |
| YTD | -12.0% | +17.2% | -29.3% | -13.5% |
| 1Y | -0.9% | -4.2% | +3.3% | -1.3% |
| 3Y | +23.7% | +13.5% | +10.1% | +17.9% |
| 5Y | +54.5% | -45.5% | +100.1% | +53.0% |
| All | +146.6% | +26.3% | +120.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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