+216.5%
AZN vs EXC
+158.0%
+58.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +1.1% | -3.6% | +4.7% | +2.2% |
| 3M | -12.1% | -4.3% | -7.9% | -11.0% |
| 6M | -17.1% | -9.9% | -7.2% | -14.5% |
| YTD | -12.0% | +1.8% | -13.7% | -12.8% |
| 1Y | -0.2% | +2.9% | -3.1% | -1.6% |
| 3Y | +26.8% | +19.1% | +7.7% | +18.3% |
| 5Y | +56.9% | +44.8% | +12.1% | +36.0% |
| All | +216.5% | +158.0% | +58.5% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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