+781.7%
AZN vs EWT
+591.5%
+190.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -2.9% | +2.1% | -5.0% | -3.5% |
| 30D | -3.1% | +9.4% | -12.4% | -5.5% |
| 3M | -14.4% | +10.9% | -25.3% | -17.5% |
| 6M | -19.5% | +57.9% | -77.4% | -30.1% |
| YTD | -13.8% | +75.9% | -89.7% | -27.4% |
| 1Y | -2.4% | +89.7% | -92.1% | -19.7% |
| 3Y | +21.3% | +200.9% | -179.6% | -13.6% |
| 5Y | +53.6% | +154.5% | -100.9% | +13.8% |
| 10Y | +220.1% | +520.8% | -300.6% | +82.7% |
| All | +781.7% | +591.5% | +190.2% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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