+56.4%
AZN vs EXC
+44.3%
+12.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | +0.6% | -2.4% | +2.9% | +1.2% |
| 3M | -10.8% | -4.0% | -6.8% | -9.8% |
| 6M | -18.1% | -9.8% | -8.3% | -15.8% |
| YTD | -12.3% | +2.3% | -14.6% | -13.1% |
| 1Y | -0.2% | +3.8% | -4.0% | -1.7% |
| 3Y | +23.4% | +19.7% | +3.6% | +15.9% |
| 5Y | +56.4% | +45.6% | +10.8% | +48.1% |
| All | +56.4% | +44.3% | +12.1% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling