+26.8%
AZN vs EWZ
+46.3%
-19.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | +1.1% | +12.8% | -11.7% | -1.3% |
| 3M | -12.1% | +10.8% | -22.9% | -14.0% |
| 6M | -17.1% | +2.5% | -19.7% | -17.7% |
| YTD | -12.0% | +21.4% | -33.3% | -15.5% |
| 1Y | -0.2% | +32.8% | -33.0% | -6.2% |
| 3Y | +26.8% | +45.2% | -18.4% | +14.6% |
| All | +26.8% | +46.3% | -19.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling