+4,753.5%
AZN vs EXC
+1,462.2%
+3,291.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +0.7% | -3.7% | +4.5% | +1.7% |
| 3M | -10.5% | -1.3% | -9.2% | -10.2% |
| 6M | -19.3% | -9.7% | -9.6% | -17.2% |
| YTD | -10.6% | +2.9% | -13.5% | -11.5% |
| 1Y | +0.5% | +4.4% | -3.9% | -1.0% |
| 3Y | +25.9% | +22.2% | +3.7% | +18.1% |
| 5Y | +52.4% | +46.7% | +5.7% | +35.3% |
| 10Y | +220.8% | +155.3% | +65.5% | +141.1% |
| All | +4,753.5% | +1,462.2% | +3,291.3% | +2,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling