+81.3%
AZN vs EXE
+192.2%
-110.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | -0.9% | +6.4% | -7.3% | -1.3% |
| 3M | -11.8% | +9.2% | -21.1% | -12.5% |
| 6M | -17.6% | -7.0% | -10.6% | -17.3% |
| YTD | -12.0% | -9.5% | -2.6% | -11.6% |
| 1Y | -0.9% | +6.2% | -7.1% | -1.7% |
| 3Y | +23.7% | +20.7% | +2.9% | +21.0% |
| 5Y | +54.5% | +103.6% | -49.1% | +51.0% |
| All | +81.3% | +192.2% | -110.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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