+216.5%
AZN vs EWJ
+144.4%
+72.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.6% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | +1.1% | +0.8% | +0.3% | +0.6% |
| 3M | -12.1% | +7.5% | -19.6% | -15.4% |
| 6M | -17.1% | +15.6% | -32.7% | -23.1% |
| YTD | -12.0% | +22.7% | -34.7% | -20.7% |
| 1Y | -0.2% | +26.4% | -26.6% | -11.6% |
| 3Y | +26.8% | +72.5% | -45.8% | -5.2% |
| 5Y | +56.9% | +52.4% | +4.4% | +23.3% |
| All | +216.5% | +144.4% | +72.1% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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